I am Jazz: how would you react??

Desiree • TTC #1 with my wonderful husband!
I have always been supportive of the LGBT community. I am engaged to a man but sexually attracted to both men and women. Recently I started watching "I am Jazz" on TLC. The show is about a transgender girl who was born in a male body. I talked to my fiancé about how he would react if we had a transgender child (he is 42 and grew up in a different time, as I am 25.) He said he will love our child regardless, as would I. We would support our child in anything that makes them happy. 
Has anyone else watched the show? How would you feel if your 4 year old child told you that they were, in fact, the opposite gender? Please answer honestly!