I also started fantasising at an early age, conjuring up imaginary people and places and events. I had a whole host of imaginary friends and even enemies when I was about four, I think. But as I grew older, I realised that in my dreams - whether sleeping or waking - I was usually male. It disturbed me slightly at times, especially when I had dreams about saving some damsel in distress - and I wondered about my gender identity. It was only after I grew up that I realised that my assuming the male identity in my fantasies was little about my sexual (or even gender) preferences but only about the stereotypes embodied in the books I had read.
You see, in all the books I had read the heroine merely "waited to be rescued" (courtesy Shrek 3), while the hero did all the rescuing and adventureeing. And I wanted to be the one having adventures. I wanted to be climbing trees like Julian and Dick and George (though George was mocked for wanting to behave "like a boy"), not boiling water in a kettle for a picnic lunch like Anne (in the Famous Five series). (And I felt for George when she was made to help Anne cook and clean rather than join the boys in their activities.)
As I grew older and could understand better, I revolted against these constricting stereotypes: girls could have adventures too! There is nothing gender-specific about being bold and brave. You don't need a penis to stand up for what's right. Women can be heroes too, and not just by staying at home and knitting sweaters for the men who have gone to war.
Added two hours later: I just picked up the Second Sex to resume my reading, and came across this:
Thus the supreme necessity for woman is to charm a masculine heart; intrepid and adventurous tough they may be, it is the recompense to which all heroines aspire; and most often no quality is asked of them other than their beauty.