[Undertoad]

Straight Dope entry on mankind figuring out sex=pregnancy

The general run of humankind is thought to have tumbled to the concept early in the New Stone Age, which began after 10,000 BC. A couple things may have contributed to the discovery. First, what with the invention of agriculture, looking for food did not occupy every waking moment and people had some time to contemplate the mysteries of their environment.

Second, the domestication of animals gave folks a chance to see the cycle of boink/swelling belly/birth close up. It didn't take a prehistoric Stephen Hawking to figure out if you had only girl sheep, all you wound up with was a bunch of old maid sheep, but if you threw in one or more boy sheep, you soon had baby sheep popping out all over.

But of course it gets weirder:

But some cultures--including, allegedly, Australian aborigines-- never got the picture. One writer says that as late as the 1960s "the Tully River Blacks of north Queensland believed that a woman got pregnant because she had been sitting over a fire on which she had roasted a fish given to her by the prospective father."