First known thought? I was 4 and liked to play dolls with the girl across the street (I used to pinch gummy worms from school to take to her on these occasions). Our backyard butted up against the big neighborhood park so there was a lot of opportunity to observe the other kids... I didn't like what the boys were doing--wrestling, playing guns, etc.--so I avoided them like the plague and stuck to my one friend with whom I played dolls and read her French
Spot books (Spot is Sput in French, did you know that?

). At night, I prayed that I'd wake up a girl the next day because the body I had wasn't the right one.
I'm not sure if the feelings were present earlier because my first known memory is of my parents' last fight before the divorce, shortly after I turned 3. Every thought of the next year is of me crying in some psychologist's office or in court. The divorce was really ugly and the system had absolutely no compassion for kids stuck in those situations back in 1980 (the custody arrangement was proof of how unenlightened they were on how to handle children).
So the feelings were definitely present and burning when I was 4. I cried because things weren't right. Then my stepmom entered the picture when I was 5 and the serious abuse began. When I suddenly had reason to fear for my life, my gender issues got pushed to the periphery. They didn't start peeping through again until my late teens, in high school, when I went goth and fairly andro because I didn't want to identify with anything masculine. I did my hair like Siouxsie Sioux, wore pink when I could, colored my eyelashes with a sharpie (not recommended), and grew my nails long so I could put safety pins through them and then dangle charms from the pins.
First real bout of gender dysphoria was at 18 when my friends did my eyes properly for a Halloween party during our first year of college. They told me I had Egyptian eyes and should always wear makeup. When it came time to take it off, I crumbled into a pile of tears and didn't even want to go back out into the world without makeup. I told my girlfriend about it and she responded by saying that she could make me feel better in a way that she always wanted to do, but never said: dressing me up in her clothes and putting makeup on me. Yes, that made me feel much better.

Our relationship lasted for another three years and is still the best one I ever had with a girl. However, outside of my girlfriend making me over, I never once crossdressed of my own volition.
Of my five relationships (4 girlfriends, 1 ex-wife) every one of them questioned more than once if I was gay. I insisted I wasn't, but two of them weren't convinced. One left saying I definitely was but just in the closet, the other said that I might not think I was gay, but I was definitely more feminine than she was and I only treated her like a sister. And it's true... all I wanted from the relationships was a non-romantic girlfriend that I could shop with, dance with, and have an excuse to go to all sorts of female places without looking like an intruder. I was living my trans identity vicariously through them, but I knew deep inside, all of those years, that I was born in the wrong body and something might snap someday. I thought it was normal for everyone to have those thoughts, but only the weirdo "sex change people" weren't strong enough to keep those feelings bottled up. I was in for a rude awakening...
The short story is that I eventually had the opportunity to ask a group of guys (who thought I was female) if they would give up being a man for one day. My entire life, I thought to myself I could do it forever, so what was one day? The seven guys unanimously shot down the idea because they couldn't handle the thought of losing their masculinity for even one minute. I was stunned to notice how different my lifelong view of gender was, and began seriously looking into transsexualism. The more I looked, the more I noticed that people who wrote about it and made videos about it seemed to have lived in my head my entire life, took notes, and used
my biography in place of their own history. At that point, I was 31 and was so despondent about being seen as a guy any longer that I knew I had to make a choice: let anorexia kill me (I was 5'11" and 100 pounds) or transition.
Think I chose wisely...