When did I know? It's hard to pinpoint a particular moment. I suspected it very early, but knew it was his dream to pursue, not mine.
That didn't stop me from kidding about it, though. When infidel_son was 4, the company I worked for was beginning to change their retirement plans. They brought in a contractor for a few days and he was to educate us about IRAs, 401Ks, investing and similar stuff. The problem was that the classes were right after lunch which seemed more like naptime. Being bored silly and fighting drowsiness, I thumbed through some pictures I had with me that were of the kid's T-Ball and some others I took watching Spring Training. I found one of infidel_son hitting the ball off the tee that looked really good. I noticed that there was one of Rickey Henderson that was almost exactly the same; hands, head, feet, position of the bat. I took those photos to the instructor and announced, "Here is my retirement plan."