When I think "when I'm little," I'm prepubescent, and on top of that I personally don't associate a crush with sexual feelings.
After thinking about it for... ten minutes? Fifteen? I'm still not sure if I've ever been all that enamored with any fictional characters. You know, to the point where I'd think, "I'd want to have a relationship with them if they were real." Even when I was a wee lad I had a practical/realistic approach to fictional characters. If I cared about a character, it had more to do with my experience with them, rather than their sex or what they looked like. And by now, I'm very firmly set on the path of being a virgin even until I die, because sexual pleasure in general is so far and away from what I'm interested in.
All that aside, the first character that I really invested any strong feelings toward -- as far as I can remember -- was Nei, from Phantasy Star 2. I don't know how long I persisted in trying to defeat Nei First so Nei wouldn't die, or finding a way to revive her afterward, but it took me a while to accept it and move on.