It's entirely possible that he did. Wikipedia (http://en.wikipedia.org/wiki/Gender_identity#Formation_of_ge...) says that "studies estimate the age at which gender identity is formed at around 2-3."

It's probably both cultural and biological in this case, I'd imagine. (it could be that he'd learned that dresses were associated with females through cultural conditioning, but he mentally knew on some level [maybe subconscious] that he was male, or something along those lines.)