What you described is quite 'normal' Hope. Indeed it is more usual for boys to admire older boys and men than women, imagine a nine year old boy having pictures of female models wearing designer clothes on their bedroom walls. However, if they did, it wouldn't mean they didn't know they were boys, we can't generalise.
floo, I too liked boys' toys, always wanted a train set (never given one
), but didn't doubt I was a girl, I'm sure you didn't either. Though I don't think small children really think about it that much.