Is pegging justified in this situation?

So... I've been dating this guy for over a year and as a joke (at first), I started making him wear my clothes. Like skirts, thigh highs, cute tops, the works. I'd tease him like "awww you're such a cute little girlfriend" and he'd get all red and play along.

At first it was just bedroom stuff. But then I'd take him out like that. Did his makeup, called him a new name, even introduced him to a couple of friends as my girlfriend. He was so embarrassed but never said no.

Fast forward to now, he just told me he thinks he's actually trans and wants to start HRT.

I don't know whether to be sad, horrified, or terrified I broke his brain. He used to play Dark Souls and watch war documentaries. Now he bakes muffins and has a Pinterest board full of pastel bedroom ideas.

Did I do this? Is this like a real thing? Can you accidentally trans someone? How can I convince him to be a dude again? Please help!