Anthony Mathenia explains in this video that when children have questions about gender, parents should deal with their children firmly but graciously and in love. They need to explain to their children that they can stand on the Word of God and not have to cave to what culture and the world says. It is important to not waver on what Scripture says.
Ephesians 4:14-16 (NKJV) - "that we should no longer be children, tossed to and fro and carried about with every wind of doctrine, by the trickery of men, in the cunning craftiness of deceitful plotting, but, speaking the truth in love, may grow up in all things into Him who is the head—Christ— from whom the whole body, joined and knit together by what every joint supplies, according to the effective working by which every part does its share, causes growth of the body for the edifying of itself in love."