I agree with Kvall, go ahead and correct them if you are already well on your way with transitioning.
From what I've seen with my friends/family, being called the wrong gender is a pretty common slip-up even for people who are non-trans.
I know guys that get called girls occasionally just because of their long hair (even when they had facial hair).
I'm not sure it's all that uncommon for people to assume that they just made a mistake, instead of assuming that you might be trans.