I have a homeschooled 9-year-old who has never been tested. And I have had three older kids, all of whom I assume are gifted, who made it to at least teenage-hood without being tested. The eldest two (now 18 and 15) were eventually tested and ended up in the HG/PG range. It didn't really matter until they were in high school -- and it barely mattered then.
I don't own any books about giftedness, and I've never really had that conversation with any of my kids. They all knew they were way ahead of where schools would have them, academically speaking. For a long time I think they assumed that was simply because they were homeschooled, and they were therefore "allowed" to learn faster if they wanted. Which they did want, so they did. But gradually they've come to realize that there's more to it than interest and motivation and exposure -- that their brains are wired for efficiency and complexity of learning in a way that most kids' aren't.
My younger three have had their perceptions shaped a little bit by their elder silbing(s). Their older siblings kept them from feeling weird and alone. There were other kids much like them, living under the same roof. They identified strongly with their older siblings. And the older kids eventually did get enough exposure to school and school-like expectations to shed some light on the level of family precocity. For instance, my eldest eventually attended high school, entered a grade level ahead, worked part-time, travelled out of school for weeks and months at a time, did up to 40 hours a week of music work, and still earned the top academic marks in her school. She had seemed just ordinary to her younger siblings, but clearly she was quite exceptional when measured against typical 15-year-olds.
And even though at 9 she'd had nothing to do with school, and we used no standard grade-levelled curriculum, my eldest had an inkling about her gifts. She played violin and piano, and recitals had her performing alongside music student peers whom she was clearly outpacing by leaps and bounds. Her creative writing had elicited gasps of astonished appreciation from objective adult readers. And even though I tried to brush her off by explaining that Singapore Math grade levels didn't match up with Canadian ones, it didn't take her long to figure out that most 9-year-olds weren't dividing fractions and doing basic algebra.
I was pretty low-key about it when they noticed the differences. "Different people's brains learn different things easily. You're lucky. You have the kind of brain that learns academic things easily. And it's lucky we can homeschool, because you can learn those things at the speed that works for you -- which is generally a good bit faster than they do them at school."
I know that intensity and giftedness often go together, but I still see them as different issues. My eldest is gifted and intense. We struggled with anxiety, stubbornness, selective mutism, oppositional behaviour, all sorts of things. She's just that kind of personality. My youngest is gifted and easy-going -- so I know that intensity isn't part and parcel of giftedness. Intensity and giftedness are part and parcel of being my eldest. (And of being your ds, too, it seems.) But I think you can discuss one without needing to invoke the other as part of the explanation. I guess whether they all roll out in a metacognitive discussion depends on the way the discussion evolves. But I think it's perfectly possible to have insightful, supportive, helpful chats about emotional and interpersonal intensity and personality traits without mentioning giftedness. Certainly I don't think giftedness is the flipside of intensity, the sort of compensatory positive trait to go with a bunch of negatives. I think intensity has its own positives ... just as giftedness can have its negatives.
I'm probably not making any sense here. Sorry for the meandering post. I mostly just wanted to say that yeah, my kids have all been 9 and gifted and untested, and we've kept everything pretty low-key and it's turned out fine. We emphasized that everyone is different, and people have different struggles and different strengths, and judging and comparing doesn't do anyone any favours. Our job is just to work as best we can with what we have.