It's a natural curiosity, as many other people have probably said. Sometimes i wish i was a girl, mainly to get away from embarrassing male things like untimely erections. Maybe girls would like to be boys so they would get away from the menstruation. Or the desires could be sexual. Either are main reasons for wanting this.
Don't worry too much about this. Besides, it's not like your actually gonna wake up one morning with short hair, no breasts and a penis. We are all stuck with what we are.