Mandie and OTMAFan, very well said. Being Russian has nothing to do with the amount of knowledge one has regarding the history of that or any other country. I'm Russian as well. I was born there and came to the States when I was ten, but that has nothing to do with how much Russian history I know. The only thing that a native of any country has going for him or her is the amount of exposure to the history of his/her nation. However, even that doesn't make anyone automatically an expert. In fact, after being a member of this forum, I saw how little I know, and that has inspired me to learn and read more.
Now, on the topic at hand. In the era that Aleksey and his sisters grew up, "dating" in the way that we understand it didn't exist. Not for the upper classes anyway. Most upper class and especially royal marriages were arranged and the couple didn't really have a chance to date, in our sense of the word. I also think Aleksey wouldn't have discovered girls untill a little older. From his letters and such one can get the drift that his main concern was playing and doing his lessons. His childhood affection for Princess Ilena was perhaps nothing more then that. We will never know, because he didn't survive to the age of marriage.
My two kopeks on all this. Feel free to correct me, since I'm sure I have made a mistake somewhere. I'm a little lazy in terms of checking my sources.