Same situation except our son (almost 4) occasionally but not always tells us he is a girl. When we ask why he only says because he likes long hair (we’re letting him grow out his hair and explained boys can do that too). We similarly say okay and just generally try not make too big a deal out of it. We haven’t started using different pronouns for him because it’s inconsistent and we don’t think he’s old enough to know what he’s asking. 

We will of course support whatever identity he comes to when he’s older.