My 4yo pretty consistently refers to herself as a boy. She's never said, "when I was a little girl"; it's always been "when I was a little boy" -- ever since she could talk. She sometimes says she's pretending to be a boy, other times she says she is a boy. She prefers boys' clothes, will never wear dresses, etc. Again, this has been the case since she was very small and could express her preferences. So if it's just a "phase", then it's quite a long one.
I think I read that gender awareness and identity begin to develop more fully around this age, but I suspect it's still too early to know for sure how she's going to identify. I was wondering, though, if anyone with very young trans kids could share their experiences as to when it became clear that the child was trans.
I have a transgender child, (aged 8, transitioned age 5) and would be happy to talk with you, feel free to send me a private message via mumsnet. There is an excellent support group for parents and carers of gender variant and transgender children called Mermaids, of which I am a member. They are a really friendly group, very supportive. The gender spectrum, stages and ages our children span is vast, so there is always someone who can relate to what you are going through, and everyone is very supportive of one another. It is free to join, and I would recommend it whole heartedly. Often taking the first step is scary, but the support you receive is huge, you are not alone in this. Best of luck eversomuch, and please do feel free to drop me a line if you would like to talk/ask questions, I am very happy to help in any way I can.