As far back as I can remember (to age 4 or so) I knew I was different from most everyone else, but I didn't understand how I was different until I started puberty at a rather early age (around age 11).
I never did like any of the typical "girl stuff", like playing with dolls or playing house or playing dress-up. But then again, I didn't like a lot of the typical "boy stuff" either, like playing with toy trucks or toy soldiers. All of that seemed a little silly and pointless to me, even at that young age. I was much happier going camping or exploring the woods near our house, or reading.
One of my brothers is 14 months different in age, and we were often treated somewhat like twins, so we received pretty much the same nurture and nature, but he's straight and I'm gay; so I'm leaning toward the "it's an innate part of a person" argument.