Of course there were signs and some were unnoticed even by myself or at least did not equate to me as my being female. The earliest ones I can remember are giving myself bubble boobies around 5-6 when taking a bath, or playing Barbies with my sister. As I got older I liked to keep my hair long and even got it cut into a girls cut when given the chance until I was corrected. I also liked to wear pants that made my butt look bigger, guess I still do. I used to play a lot of roleplaying games and most of the time chose female roles. Most of my daydreams where of stories where I was turned into a girl in some way or another, silly really that this went unnoticed but transgender popularity back then was really low and not common place. When I started to wear female clothing, makeup and stuff it was a sign alright but was no longer unnoticed.
Hope this helps,