I think birdo was a tranny since SMB2 (even in the japanese counterpart, americans couldn't come up with a concept like that or ever decide to put in in a product trageted at children)....
The Japanese version of SMB2 didn't have Birdo at all. Birdo did show up in Doki Doki Panic (the game that was released as SMB2 here), in which the character's name was Catherine. Many have taken that to mean that she wasn't a tranny originally, but according to Wikipedia she was: http://en.wikipedia.org/wiki/List_of_Mario_series_characters#Birdo