I first knew when I was seven. My story is in my introduction, but specifically...
Before seven I never really thought about it. I just was. I was given Hot Wheels to play with, and I played with them (though all I remember is that the cars talked to each other, and went to the mall and things). I sat down to pee, so that was also a fairly neutral thing... and as a child I was just thoughtful, pleasant, and carefree. But in honesty I don't remember a lot of my childhood... I only have one memory for age three, and nothing before then.
Honestly, I don't remember where the "knowing" came from. My memory of what happened seems so abrupt - like I suddenly, one day, just knew. It's possible I have forgotten the moment I really found out, because the memory seems like I was reasserting something I had known already... but who can say, I suppose.
After seven, though, it started to develop. I didn't view it seriously at first -just serious enough to be afraid to tell my mom about it - but once I reached the age of twelve, everything was in full swing. I was researching and reading and being on forums and assimilating every ounce of information I could get on transitioning. I remember I started at Andrea James' site

Post then, I've been a changing thing. Now that I'm on hormones, my self is being shaped, and coming together, and while I'm not terribly thrilled with my physical appearance, I can be happy and proud of the person I have become.