This is a great thread. When I think back on the matter, my first doubt occurred when I was 6 years old. I was in school (first grade) and one of my classmates had a birthday. His mom brought in cupcakes for the class. I told my teacher that I would need to be excused during the celebration.
The teacher asked me why (she knew I was a JW, so I was surprised she asked why). At that moment, I realized that I didn't have a good answer. My little mind was racing, thinking about the two birthdays in the Bible where people were executed, but it didn't seem logical that God didn't want me to have a cupcake just because 2 people were executed 1000s of years ago.