I asked my Mom the same question and she told me to go out and play. I don't remember how old I was, just to the reply the question which was... I know that the sperm comes from the male and the egg is from the woman, but what I don't know is how the sperm gets to the egg. Not to worry, I eventually figured it out.
I don't think we should assume that girls would need to know before 11, but certainly that is a good number to go by. Boys can be a little later, but, if your paying attention to his habits it will be pretty easy to tell when the right time is.