For me it was time. I felt like I was for at least 12 years before I finally realized it wasn't a phase.
I guess you've just got to trust your own feelings as there is currently no way of proving a mismatch between gender and biological sex. I really hope that one day there is such a test or scan so that we can get past this idea that being transgender is a psychological illness. I am no expert in psychology or science but I strongly believe that a trans identity is formed in the womb. Although I didn't know I was transgender until a couple of years ago at the age of 24 and had no previous desire to be the opposite sex, when I cast my mind back to my childhood and adolescence I remember these vague and fleeting feelings of something not being right, of feeling more boy than girl. Back then I didn't even know that transgender people existed, or rather I did but didn't really understand what it was all about.
I guess i havent ever been societys standard of normal. I have alwaysbeen inbetween really, i did think i was trans female but i guess i was so shocked by finding out about trans* people i didnt consider all the options. I believe agender fits me best.