Although I dont really get where youre coming from with the 'losing' her, one piece of advice is to make sure they DON'T KNOW THAT YOU THINK THAT. because it wont help anything.
If you want to support them, make sure that you use their pronouns correctly and help correct others who maybe don't know (make sure to check that they want you to do that though, it depends from person to person). Also ask them if they've changed their name and call them by their name. If you want to make a comment on their name, make it a positive one!!
Also, ask them what kind of compliments they would like to receive, whether they'd be more masculine, feminine or neutral.
If they do come out to you, make sure you tell them that you appreciate them trusting you enough to do so. Make it as easy and pain-free as possible because its a very very difficult thing. Tell them you accept them and ask them if there's anything you can do to make it easier for them personally.
Although it may be hard referring to them and seeing them how they want to be seen, don't tell them this. It'll just upset them or make them question whether they pass well. If you make a mistake, simply correct yourself - don't make it a huge deal or anything.
That's really all i can think of for right now but, just, don't treat them any differently than you did before, because they are the same person and that's all that matters.