I had no idea I hadn't voted on this before!
For myself, by the age of 2 or 3 I remember knowing I had been here before and being annoyed because I was a child again and couldn't remember who I used to be, just a huge sense of loss. (my earliest memory is 11 months old).
I have two older brothers and two younger, but between the two older brothers there had been another, he died at 11 days old. When my younger brother was born (I was 4 at the time), My Mum believed he was her lost baby coming back to her, and told anyone who'd listen at the time. That was probably the point where I realised how it worked.
She'd dreamed of me before I was born, visualised me with red hair, blue eyes and dark lashes (hers were blonde and she hated them) and I came out exactly as she imagined, but only when my younger brother arrived did she feel completed, she had her lost son back.
My Dad was open to all kinds of beliefs, he was born into a Spiritualist household in the 1920s, his Dad was a transfigurationalist Medium and they held séances in the front room at the weekend! I talked with Dad about every weird notion that came into my head, but I lost him to cancer when I was 16 and really cannot remember what we discussed about reincarnation, I'm sure we did, but I was distraught when he died.. Mum outlived him by 11 years and I'm sure she looked at each grandchild as they were born, wondering if it was him, hoping it wasn't because she still sorta wanted to be with him on the other side.