Well, people have already covered my most obvious responses (the wanting girls clothes and what not), so let's see what else I can think of...
Not really sure this was a complete "doh" moment, but definitely an early sign I didn't even consider until a conversation
the other day. So, regardless of gender video games have always been my world. Recently I realized as far back as when I was 7 or 8, I was always instantly drawn to every female video game or cartoon character, no matter how minor of a character(there weren't a ton of heroines at the time). There was one incident in particular with one famous game series, Metroid. As way of explanation for those who are unfamiliar with the medium, it was always notable in that for the course of the original game you play as a person in a suit of combat armor whose gender is not apparent. Everyone assumed the character was male, because every hero was male. Well, plot twist, at the of the game the character removes their helmet and you were playing a woman the entire time. My friends' reaction? "Ewwww!" My reaction? Pure joy. (Note that the critical and historical reaction was also purely favorable, but that wasn't the thinking of little kids, and is still a far cry from the feeling I felt.) My current forum name and avatar speaks to this legacy, as the character of Roll was only a tiny part of the games she featured in at first (Megaman), yet even a few seconds on screen and I was attached for life. This evolved alongside games in general to me taking part in what is the seeming standard for transgender (at least mtf) gamers in always choosing or creating a female character whenever possible.
For more of a pure "Doh!" childhood memory, I suppose watching She-Ra and Rainbow Brite (80's cartoons, yay!) and preferring them to their male counterparts probably counts. (Though Transformers came above all else which muddied the water, I think that was just my pure nerdiness coming through.

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Oh, also my complete obsession with the gender-swap centric anime series Ranma 1/2. I happened into the series by being at game store looking at random titles when I was maybe 12. So there was a game based on this series, which through some miracle had made it to the U.S. For those not familiar with the mediums, it is completely insane that this game saw a U.S. release, but thank god it did. I knew nothing about it, but stopped to read the plot synopsis on the back... "guy turns into girl"... And that was that, I bought it. Literally knowing nothing else about it, with that precious money from chores or birthday checks or however kids get money. Inside the game was a little insert for the VHS release of the anime, which I proceeded to talk my mom into letting me order the following day and would go on to spend hundreds and hundreds of dollars keeping up with back in the dark ages of the 90s with all of that same precious childhood cash. (Oh, and in keeping with my first bit, without fail my character of choice in this game was not just any female character, but the female version the main character for what she represented.)