I was 6 when ESB came out, and I had
no idea about the whole "I am your father" scene until I saw the movie. I actually thought the whole reason Vader was so obsessed with finding Luke Skywalker was because he was still mad at him for blowing up the Death Star. Like I said, I was 6.
I've read that one of the reasons Lucas left that as a cliffhanger was so kids who were frightened of Vader could leave thinking it might not be true. I was totally one of those kids...Darth Vader scared the crap out of me when I was that age, so I refused to entertain the notion that he could actually be Luke's father. I didn't know any other kids who thought it was true, either.
But I remember seeing a commercial for ROTJ a few weeks before it came out, and by then I was almost 9, and they showed the scene where Luke asked Yoda if Vader was his father.
And that was the moment I realized it was true. No idea why, but I knew it then.