Whether and when to disclose that you are transgender is a personal decision, so there is no right or wrong here. It's a private fact about you that might become relevant to someone you’re dating if the relationship progresses past a certain point, but it's also something that you don’t owe other people an explanation about.
Some trans people prefer to be open about their transgender status in all aspects of their lives; others prefer to disclose it only under certain (safe) circumstances, and many folks fall somewhere in between. In the past, many transgender people received advice from health care providers that they should keep their trans status hidden at all costs. Today, however, there is a growing understanding that it can take a heavy emotional toll to feel obliged to conceal such an important aspect of a person’s life.
In light of that, here are some considerations that might help you decide what feels like the right choice for you. Let's say you decide not to say anything early on, what could happen? You may end up spending more time and energy feeling anxious about when you will disclose that you are trans, and how the other person might react. With that in mind, if you disclose your trans status up front, you can avoid wasting your time dating anyone who does not accept who you are, or who would feel deceived. It can be hard to talk about something personal, like being trans, with someone new, but this is a pretty big payoff.
Regardless of when you tell someone that you are trans, be aware of your safety. It is sad, but true, that violence against trans women in the dating context is all too common, and it can be hard to know in advance whether someone is prone to violence. If you have any cues that he might be -- say, if he seems to be homophobic, or controlling -- be extra careful. But no matter what, make sure that you are able to get help and support immediately if you need it, whether from your friends and family or from local LGBT or anti-violence organizations.