For me, I always "knew" that I was different. However, I never really quite understood why. Throughout the entirety of my childhood, I was always greatly perturbed when it came to gender. I remember that one of the things that I hated the most was being separated in class when I was little, yet, I didn't quite know why I hated it. I always felt like I didn't belong there, sitting with all of the other boys who I couldn't relate with in the least. However, I also didn't particularly feel as if I should've been with the girls, either, and it was like that for the rest of my childhood: a constant state of in-between.
Then, I got to middle school, and a whole host of things changed for me. I started dressing differently, acting differently, and over all, I changed the entirety of who I was. My first "best friends" when I got to middle school were girls, and I didn't even have any real male individuals for awhile. It doesn't hurt to mention that I lived and still live in a very tolerant household, with my biological single parent, who is also gay (long story). For a long time, instead of asking the question of why I thought and felt that way, I just did, and it never occurred to me, at least definitively, that I was in the wrong body. (Mostly my behavior during this time was classified as "gay" by prepubescent boys. I mostly just acted out of the norm, and was just a very strange and kid for my age.)
By the time I reached High School, I had finally recessed back into a very introverted state, mostly keeping only some of the friends that I managed to make. I did, however, find my girlfriend, who I've now been dating for nearly two years. During this time, I was introduced to internet culture, and was greatly changed by its influence on my life. I began to find more and more that I wasn't comfortable in my own body, and that I felt as if I should've been born as the other gender. This of course explained to me how I've always felt, and why I was the way I was.
In short, I didn't truly find out until mid-adolescence (around 13-14), when gender dysphoria came to my door with a battering ram.