I was born really early too.
As well, my mom thought I was going to be a boy. She was going to name me Alexander, and always called me "Alex" while pregnant with me.
Then, when I came out officially to her as transgender, she said "My mom always told me that if I had a daughter, she would be worse than me." (She was really bad, growing up; always snuck out, got drunk, you know?)
To answer the question: Everybody thought I was going to be a boy. Apparently, the doctors couldn't tell if I was a boy or a girl while my mom was pregnant because I wouldn't open my legs (even in the womb, I was dysphoric, it seems. XD No, I'm just joking. Apparently, that means you're a girl if you're legs are crossed or closed.)