andres, you and i are not in a position to tell a trans* person what they should and shouldn't find offensive, so it's better for us to sit down, shut up, and listen.
That is no different than most others who go through their own struggles, emotional or otherwise. I don't understand how asking a question is harmful or offensive. Privacy is up to the individual, they choose their privacy by deciding what they will or won't share. No one can force them to share more than they want. If someone asks a question, again out of sincere curiosity, then what's the problem? If you don't' want to answer it, that's perfectly fair and I think anyone here would accept that.
Example: I remember someone asking a while back when you were going have gender-reassignment surgery or whatever. Then you explained that not every person going through this decides to have that surgery. I'd rather have someone ask a question and be corrected about the premise of their question, than tell them "you're safer just not asking anything. stay ignorant, just in case you unknowingly say something upsetting." I just don't think that's a good attitude to have.
trans* people can go through some pretty serious internal and external struggles that cisgendered folk don't have to deal with. dysphoria is recognized as a medical condition. you wouldn't tell a person who's suffering from depression to stop being so debbie-downer and you wouldn't tell a person with an anxiety disorder to just calm down. dysphoria should be treated with the same sensitivity. just like depression and anxiety disorders, dysphoria has triggers and while the triggers are not the exact same for every person, there are more common ones like asking about birth names or addressing the trans* person's body and/or body image.
curiousity isn't a bad thing, but some questions can be extremely triggering to a trans* person and there's just no telling who will be okay with it and who won't be. so, rule of thumb: before asking a trans* person a personal question consider whether or not the information will better your relationship with that person. knowing their birth name will not, because that's not who they are. knowing what kind of junk they have or want will not, unless you plan on sleeping with them in the near future (in which case, the two of you are probably comfortable enough with each other to share that kind of info). these questions might come across as harmless curiousity to you, but just thinking about the answers can trigger dysphoria for a trans* person.