I learned in the thrid grade. Lived with my grandparents and had to get them to sign a permission slip to watch a movie on strangers in girl scouts class. So my grandma freaked and said, "well you better know about intercourse then". I said, "learn about what?"
Then she said, "A man and a woman lay down. The man puts his penis into the vagina. He moves it back and forth until semen comes out. Thats how lady's get pregnant and have babies."
I was floored. I remember looking down at my pants like "what the hell?"
I went to school the next morning and told everyone on the playground. Only I couldn't remember semen so I think I said phlegm. Anyway, thats how I learned about sex and thats how I got in trouble for the first time at school.