“Everybody told me to be a man. Nobody told me how.”

Source: Shadowfever

You Can't Let the Boy Overpower) The Man in You (1964
Song lyrics, With The Miracles

As quoted in New York Times article "The Einstein Theory of Living; At 65 he leads the simplest of lives — and grapples with the most complex thoughts." http://select.nytimes.com/gst/abstract.html?res=F00713FA3A58157A93C0A81788D85F408485F9 (12 March 1944)
Variants:
Why is it that nobody understands me, yet everybody likes me?
As quoted in The Dark Side of Shakespeare : An Elizabethan Courtier, Diplomat, Spymaster, & Epic Hero, p. 126 https://books.google.com/books?id=-5SxGKrTRUEC&pg=PA126 (2003) by W. Ron Hess
Everyone likes me, yet nobody understands me.
As quoted in "The culture of Einstein" at MSNBC (18 March 2005) http://www.msnbc.msn.com/id/7406337/
1940s

Addendum to the account of 8 October 1918.
Diary of Alvin York
Context: After the Armistice was signed, I was ordered to go back to the scene of my fight with the machine guns. General Lindsey and some other generals went with me.
We went over the ground carefully. The officers spent a right smart amount of time examining the hill and the trenches where the machine guns were, and measuring and discussing everything.
And then General Lindsey asked me to describe the fight to him. And I did. And then he asked me to march him out just like I marched the German major out, over the same ground and back to the American lines.
Our general was very popular. He was a natural born fighter and he could swear just as awful as he could fight. He could swear most awful bad.
And when I marched him back to our old lines he said to me, "York, how did you do it?" And I answered him, "Sir, it is not man power. A higher power than man power guided and watched over me and told me what to do." And the general bowed his head and put his hand on my shoulder and solemnly said, "York, you are right."
There can be no doubt in the world of the fact of the divine power being in that. No other power under heaven could bring a man out of a place like that. Men were killed on both sides of me; and I was the biggest and the most exposed of all. Over thirty machine guns were maintaining rapid fire at me, point-blank from a range of about twenty-five yards.

On Writing Poetry (1995)
Context: I did not know that the rules about these things were different if you were female. I did not know that "poetess" was an insult, and that I myself would some day be called one. I did not know that to be told I had transcended my gender would be considered a compliment. I didn't know — yet — that black was compulsory. All of that was in the future. When I was sixteen, it was simple. Poetry existed; therefore it could be written; and nobody had told me — yet — the many, many reasons why it could not be written by me.

"Notes about Music" (29 March 1946), quoted in "Walt Whitman and Woody Guthrie : American Proghet-singers and their People" in: Journal of American Studies (April 1990), p. 55

Diogenes Laertius