This is of course a very interesting question, because in some ways, Esperanza shows herself to be very self-aware as regards her situation and the state of her life. In the very first vignette for example, Esperanza instinctively understands the sense of shame that she is made to feel when the nun points to her house saying "You live there?" She is able to process the way that the nun's words make her feel like "nothing" and also she is mature enough to know that when her parents say that their house is just "temporary" that this is not the case: "But I know how these things go."
However, a key theme and aspect of Esperanza's character that does develop through the novel is her growing sense and understanding of her own sexuality and sex in general. Note how in the third vignette, entitled "Boys and Girls," Esperanza shares her very child-like view of the sexes:
The boys and the girls live in separate worlds. The boys in their universe and we in ours. My brothers for example. They've got plenty to say to me and nenny inside the house. But outside they can't be seen talkign to girls. Carlos and Kiki are each other's best friend... not ours.
Here we see that Esperanza presents us with a childish view of the world and the division of the sexes. As the story progresses and Esperanza grows up, we see her increasing awareness of sex and her own sexuality as she sees her friends engaging in sexual relations in "The Monkey Garden" and then has her first painful sexual experience herself in "Red Clowns." Also, note how her maturity is developed through watching how other women marry, have children and then find themselves tied to the house and their husbands, and the way that domestic abuse is shown to be part of a woman's experience. This of course leads to Esperanza's powerful and oft-quoted declaration about her own identity as a woman and what she wants for herself:
...but I have decided not to grow up tame like the others who lay their necks on the threshold waiting for the ball and chain.
Nowhere else I feel is Esperanza's movement from innocence and lack of self-awareness to maturity and self-awareness shown so powerfully than in this quote. Esperanza deliberately chooses to reject the expected life that other women on Mango Street follow and to strike out on her own.