We may want to know their gender or think we need to know their gender to use a pronoun, but it honestly does not matter.
Kids do a lot of embarrassing things.
They pick their noses, they tell everyone waiting in line that mom has jiggly thighs, they throw milk across the room when the mood strikes.
But there is one thing that parents can, and should, stop being embarrassed by. This question: "Is that a boy or a girl?"