I'm a female and was a tomboy. I sometimes pretended to be Annie Oakley, but more often pretended to be male characters, very likely because there were more of them on tv. I remember when I was two or three, I tried to pee standing up like my dad - needless to say, that didn't work too well. (I mopped up the mess with a towel and "hid" the towel behind the toilet.) I would compete with my brothers. But I never thought I felt like I was a boy. I never thought I felt like a girl. I just felt like me. These days, I suppose a lot of parents who had a girl pretending to be Seth Adams on Wagon Train (though I did think the scout Flint McCullough was cute) or Rusty on Rin Tin Tin would assume their daughter wanted to be a boy.
Children go through many changes, believing all sorts of things, as they grow and mature. It is not difficult, sadly, for an idiot (but generally self-obsessed) parent to screw them up big-time by believing it is serious, or that children are like adults, only little. I see parents with children all the time, treating them as if their opinion matters a lot or that they are capable of great reasoning. I don’t mean one shouldn’t pay attention or listen to a child, but they are immature and inexperienced, and they don’t know anything. They are robbed of their innocence, and the need to NOT have great responsibility. Having children make up their own minds too much, constantly asking what they want/need, puts too much importance on their silly immature thoughts. Then I believe they stop learning, or learn less, and also stay immature, because they start believing they already know a lot, and/or are capable of making reasoned choices too young.