The first big surprise happens before birth. All men in the world today are essentially biologically modified women, because we all start our embryonic lives as females (that is why, for example, men still have breasts, even though they serve no function). The biological differences that can be found between the bodies and brains of males and females are largely due to the way these embryos develop in the womb.
We all come from a single cell, the egg, from the female. The early development of the human embryo is similar in males and females, and is essentially female, with male features appearing only at later stages. Whether we develop as a female or male depends on whether the sperm brings in an X or Y chromosome. The genes on the Y chromosome cause testes to develop, which secrete the hormone testosterone and suppress female development.