We all swim in a sea of gendered socialisation from the day we are born. It's as much a part of us and our personalities as anything else that has shaped who we are over the course of our lives. It's so all-pervasive that we can make little sense of ourselves and who we are without reference to it. That doesn't mean we're all comfortable with it or can't consciously reject it, but all those countless gendered experiences over the years are an inextricable part of who we are.
I think that this is a really great way of putting it. Whilst we may know that gender is something that is made up and forced upon us, and therefore we may reject gender itself as being valid, we can't ignore the fact that it exists and pretty much all of our experiences are in some way related to gender. It's reinforced from before we are even born and constantly in school, on the TV, in magazines, by our parents etc. If we all naturally have different personalities (that actually aren't linked to our sex), then it's quite easy to see how some males' personalities fall outside the acceptable range of what men are allowed to be and fall right in the range of what females are allowed to be. I think that's what people mean when they talk about gender identity. It isn't something innate akin to a soul. It's something that makes sense only with reference to that all pervasive social construct that we are all unwillingly subjected to.
Then as a seperate point is the feeling of body dysphoria (not dysmorphia - that's something different). The feeling that our body is wrong and needs to be changed. That the maleness needs to be erased. That it should be female.
Different people have different levels and awarenesses of these two things. It sounds like Ego experiences a lot more of the second component than the first (correct me if I'm wrong as I don't want to speak for you). I experience both and I was aware of the dysphoric element before I became aware of the socially constructed gender element. Actually I knew that I "identified as a woman", but I didn't have the understanding to know what that meant. I didn't understand gender as something that we learn.
Now that I'm armed with that it's much easier for me to accept that I'm male, even a man (thought I still associate that word with everything I don't want to be), but that I seem to fit the socially constructed expectations of what it is to be woman more than I accept the socially constructed expectations of what it is to be a man.
So the question is where does it come from? Is it nature or nurture? This is a real can of worms. There is some research that has been conducted with a view to finding physioloigcal reasons. Not are particularly convincing and there is probably more evidence suggesting no difference between male and female brains than proving a difference.
There has been relatively little study into finding psychological reasons behind this. There are some studies that investigate it using the framework of attachment theory. It has been suggested that a commonality amongst a large proportion of transexuals is that of an absent father (physically or emotionally) and that the child develops a need to become closer to the mother. Some people will recognise this happening where others will totally reject it. I certainly think that attachment theory is an interesting framework to investigate this.
We also can't ignore autogynephilia (agp) as a common theme as well. Agp is controversial and vehemently rejected by many in the trans community. I think that much of the rejection comes from ignorance about what the term actually means, and part of it comes from a fear that agp will be seen as a kink and there is shame attached to that. The other fear is of course that it clearly sets trans people with agp apart from women. Agp is understood by many to mean that somebody wants a female body because it turns them on. That their desire for transition is sexual arousal. And I think that for some this is true, but for many others, whilst the origins of agp are sexual in nature the erotic component has long since reduced and the "feminine" part becomes more of a core component of personality. Anne Lawrence is a transexual who writes excellently on the subject. www.annelawrence.com/becoming_what_we_love.pdf
Of course anybody who writes about this is villified, and discredited by the trans lobby.