Well I'm not sure whether it's anything to worry about or not - I guess it's fairly common to remember back to about 6 or so?
I have some vague memories from around that age - 5 or 6 I guess. I remember going to kindergarten and sitting on the rug listening to the teachers reading stories. I remember telling my little sister I was going to run away at about 6 or 7 too - she said she wanted to come too but I told her she couldn't.
What always amazes me are these people that say they can remember so far back they were basically still in the womb.