The 27-year-old singer came out as non-binary in September and admitted that doing so was terrifying because the music industry can be "homophobic and sexist".
Sam - who uses the pronouns they/them - told SiriusXM's Hits 1: "I'm loving it, I mean I'm scared everyday. Being my feminine self in this world that we're in, I mean the music industry can be a bit homophobic, a bit sexist at times,
"So being feminine like this in the way I move and dance and am, it feels quite scary at times but is worth it."
Sam also admitted their initial fears about releasing a video for 'How Do You Sleep?' which features the singer dancing in heels.
They said: "I felt very vulnerable doing it but I'm seeing now that's the best space to be in.
"You feel joy quicker when being vulnerable like that. But I've always been like that when in the club, with friends, with people that I feel safe with but showing it to the world is a different thing and I finally felt safe enough to do so."
Sam announced that they were non-binary in a series of emotional Twitter posts in September.
They wrote: "Today is a good day so here goes. I've decided I am changing my pronouns to THEY/THEM after a lifetime of being at war with my gender I've decided to embrace myself for who I am, inside and out...
"I'm so excited and privileged to be surrounded by people that support me in this decision but I've been very nervous about announcing this because I care too much about what people think but f*** it!
"I understand there will be many mistakes and mis-gendering but all I ask is you please please try. I hope you can see me like I see myself now. Thank you (sic)."