Exploring identities through roleplay is a valuable experience. I discovered I was bisexual because I made a gay mad scientist, and it turned out that didn't take much effort to stay in character.
That said I made an enby war survivor for a game about pilots and as a cis guy I have no idea what I'm doing. Thankfully nobody has seen any problem, including a trans friend, but I constantly feel like I'm about to fumble it.