Welcome to Susan's, EmJay.
Your story is much like mine, except in the opposite gender (like NicoleFoxFan). When I was 3 or 4 I knew I was a boy - I could see that - but knew I should be a girl, that I would be happier as a girl, and would fit into the world better as a girl. Now that I can finally be a girl these many years later, I find I was right when I was little.
If you can get some counseling - especially from a gender therapist - it might help you sort things out and also convince your family that these feelings are real.
Look around the forum, EmJay. This experience is not a one-size-fits-all thing. Good luck.
- Kate