I learned early on who Santa was; he and my mom have the same type of handwriting, and for some reason Santa always misspells his name on my presents (from Santa Clause instead of Claus).
On the other hand, I have a very clear memory from when I was about four or so, of waking up in the middle of the night on Christmas and hearing noises. I got out of bed, checked my mom's bedroom (she was asleep), and then inched down the hall toward the living room. I saw light, and heard hammering noises, but didn't look out into the living room since I didn't want Santa to know I was awake. Next morning, one of my presents from Santa was a beautiful little rocking chair! I knew then and there I had heard Santa putting it together!
My mom swears up and down that my uncle was the one who put the chair together, and he'd had it assembled for weeks before Christmas. That memory just won't go away though...I still claimed I believe in Santa because of that until I was probably 14 or 15, long after I truly knew.