I think by the time you get to age four, you're more aware of the world around you...
I've seen this in my own kids. Here are a few things I've noticed and learned over the years (my wife and I have 6 kids - 2 girls and 4 boys).
By age four:
- Your brain is capable of understanding the basics of sexuality and knows the primary differences between boy and girl.
- You become more interested in singing, dancing and acting.
- Kids want to be liked and to please their friends, they may have a best friend which could be of either sex.
- By this point play becomes more cooperative. Kids want to play with other kids.
- You have a vocabulary of more than 1000 words.
- You can begin to express yourself using sentences.
- My sons tended to gravitate toward trucks and building things.
- My oldest daughter (youngest is only 16 months old) tended to gravitate toward dolls and playing house.
Don't get me wrong (like most kids I've seen) my kids all play with toys cross-gender, meaning the boys play with dolls and the girls play with trucks and they each have a collection of stuffed animals (large enough to fill the a large zoo). What I have noticed is that when my kids cross play they have done so but still kept their cis gender traights during the play time. For example, my oldest daughter tended to use the trucks to help build a wonderful town for her dolls and animals to live in and then use the blocks and legos to build all kinds of things from houses, tables (for barbie tea parties) and various animals. The boys, on the other hand have all played rough with the dolls, in fact when they have played with my daughters doll house it's always to drive their toy firetrucks over with screaming sirens, while spraying lots of water from the trucks, in order to put out massive house gutting fires (pretend of course), while the firemen, policemen, spies, army men etc. do their best to save pour little Sally from being eaten by TRex who happened to be in the area smashing everything else in sight that my daughter(s) have built.
Thinking back to when I was four, that's about the earliest that I can remember playing with the other kids in the neighborhood. My favorite were two neighborhood girls and my girl cousins. Why? Because I could go over to their houses to play with girl toys! Barbies, various dolls, tea sets, doll houses I was in seventh heaven!
Mostly what I had at home were trucks and balls. Although I did have one doll (got him when I was between 1 and 2) when I was little and I took him everywhere I went for many many years. My mom loved it, my dad not so much but he let me take my doll everywhere.
My favorite toys growing up were (in order): my doll, my stuffed animals and legos.
Looking back, maybe I knew from the beginning (deep down) when I chose my doll as my favorite toy, however I don't remember understand it until I knew the differences between being a boy and a girl. For me that hit between 4 and 5. From that point on I wanted to be a girl so bad...
Disclaimer: no actual legos or dolls were injured in the writing of this reply!