Presuming I get the full body change as well (not just pants region) I think it'd be interesting getting used to a new body. As a quite muscular guy, I'm top heavy (shoulders, arms, and chest). Girls naturally have a much lower centre of gravity due to body structure, so I'd have fun seeing how far I can lean before the tipping point.
Following that, I'd probably get annoyed at tits being in my way all the damned time. I love em when I don't have em and they're attached to someone else, but I think they'd rapidly lose their appeal.
I don't know what the hell to do about make up, hair styles, or 'feminine hygiene'. I haven't the faintest clue how most women's clothing works (I can get it off, but not too sure of the reverse), and I think I'd fall over wearing heels.
Now, to the fun stuff ... I'd try and approach it very scientifically. Starting with just sexy thoughts and moving on from there. Those arousal signs I think would be very interesting. For a guy it's straight to the point (if you get my drift), but I think all those other things like breathing and pulse, becoming flushed (all 'hot n bothered'), and the different erectile functions would be intriguing.
And I'd probably start carrying a gun.