I have this topic, especially the wondering as children part, fresh in my mind because I was talking about it today with my therapist too.
She was listening to me ramble on and then remarked how I often point out that unlike other trans folk, I never felt this way since childhood and that I only realized it very recently. We then went on to discuss how exactly did I even figure out stuff related to gender and sexuality.
Well, I don't really remember wondering about gender or sexuality or anatomy much as a child. I was aware from an early age that males and females look/sound/act different and that in some way it was biologically determined, but the exact difference was not clear until the age of 9-10 I think. By that time, I was already aware of the trans folk that are commonly seen begging in public in India, and that they are considered 'neither male nor female'. This awareness also brings with it transphobia and prejudice against them which is very common in India, and I am still not sure if I am fully rid of it. But what exactly is their situation and how they end up where they are was not clear to me until much later, maybe only as an adult.
Terms like 'transgender', '->-bleeped-<-', 'MtF/FtM', 'queer', 'non-binary', 'genderfluid' etc were also things I understood only as an adult, maybe only in the last few years. I was aware of those who cross-dress occasionally, of which there are many examples in Indian mythology and in Indian movies / television as well, and also in plays performed in single-sex schools, but nothing more than that in terms of anything linked to someone's fundamental identity.
Only some more common terms like 'gay', 'lesbian' and 'sex change operation' were things I heard sometime in my teens, but I never really related to the first two terms and the third one just seemed like some exotic thing that exists either in sci-fi or is maybe experimental or something the very rich can afford. I think in all of this, I just went with this assumption that sex is biologically determined and there is nothing one can do about it. Also, I always linked gender identity and sexuality with each other until a few years ago, so since I have always been attracted to girls, I thought I had nothing to worry about.
At the mental / emotional level, I think I was aware from my early teens that my way of thinking and emotions are probably different from many guys. I came across these pop quizzes which use stereotypes and pop psychology to tell you how male/female are you, and even though I had some stereotypical male traits like being good with numbers or being interested in sports (watching and talking about them, never playing), I would still end up with a score on the feminine side or a mix of both. I just accepted it as a part of myself, and those who know me well have always known me as being 'sensitive' and all, but I didn't think much of that either.
Socially, I was neither the type to play sports or other rough-and-tumble with boys nor wanting to play with dolls etc with girls. Instead, it was always books for me, and I could simply be by myself for hours on end. Though I do remember enjoying board games or anything else that both boys and girls could play together. But being in an environment with limited mixed-gender interaction, I cannot say for sure whether I did or would have preferred interacting with one more than the other. What I am more sure of is that I simply dismissed my being different as being a nerd, and I carried that explanation about myself in my head until very recently when I couldn't carry it any longer in the face of a lot of evidence to the contrary (that nerdy guys are just like other guys in so many ways and I am different from them too).
Then in the last few years, only as I started living by myself and then with my wife and became closer to her than I had ever been to my parents or anyone else, has the full extent of my feelings come out, to myself initially and now to her as well. And it is only with the awareness of how wide the trans umbrella really is, and knowing that there are people who transition and live 'normal' lives including marriage, careers etc that I could begin to relate to it. And then realizing all that actually goes into transitioning has led me to begin to ask myself how much or which parts of it I really want. For example, I did not even know about HRT, how essential it is for transitioning and the changes that it can bring about until a few months ago, and it is only then that I began to think this was something I wanted for myself.
That's my story so far, in short. There are a lot of other mental blocks on the way that I had to overcome to accept myself, but even if some of my recollections are imperfect, I think the direction that most of them point in is now very clear. Whether I end up doing anything about it or not is a different matter.