the first time I had this happen was actually before i was presenting full fem. i was at a yard sale and this little boy checked me out for a bit, then turned to his mother and said "that's a MAN!"
it embarrassed her more than it did me and i suspect he got in trouble.
I've been asked a couple of times and usually just said "girl" and it went over ok, I was also asked once what my name was and there was no way not to say "Tammy" even though the house is walking distance from mine and the adults there probably knew different (this, too, was a yard sale) but they backed me up on it and said "Say 'Hi, Tammy'"
the only time it's caused me discomfort was when i was with my wife and to confirm directly I was a girl or give the female name would cause tension later - but I still claimed i was female as the lesser of two evils