You are confusing sex and gender. The two are different. sex, what is between the legs, is determined by chromosomes in the first trimester. Gender, what is in the brain, develops in the late 2nd and 3rd trimesters and is influenced by hormone levels in the mothers body. 
At what age did someone convince you you were a woman? Or did you instinctively know? That's how we are. We know. It's not a choice. It's who we are.