The first thoughts I remember having like that were about second grade, when I met a girl with the feminized version of my male name, "I wouldn't be picked on if I was a girl" I thought, "but that's impossible." Like most people I didn't have any filters then, I'd just do what came to mind, being friends with girls and playing house, what have you came naturally, and at some point the other boys noticed that, and would maliciously call me a girl, if I had any sense then I'd just have embraced it instead of trying to act like a boy for 25 years... At some point I did learn about "->-bleeped-<-s", but they were all weirdies, and took big health risks (late 80s early 90s we're taking about here), not to mention the way they're portrayed on TV, they never passed, so I concluded that wasn't for me. Today, techniques have come a long way, and it's clear that most will be able to pass after a time. The world is becoming more tolerant, we're still all weirdies, but at least we're not all whores and violent criminals in the media anymore.
Seems like a tangent, but the point is, I knew early, but being transgender was presented as a non starter idea, so repression of all things feminine (about 80% of my personality) was what happened instead.
