My daughter knows she is adopted and we have "gotcha day", "adoption day" and "birthday". I keep it as we adopted each other. There is a picture of me holding her with the Judge who granted the adoption. I made a quilt for her with our important dates on it.
Her story is, "Mommy, before we found each other I was looking for a Mommy and a Daddy and a Sister but no brothers cuz they're icky, but I'm sure glad you're my Mommy." She has asked if we could adopt each other again, and so we made up "Adoption Vows" and said them to each other in our living room--just the two of us.
When she wanted to know if she grew in my tummy, I explained that she grew in someone else's tummy but she grew in my heart. But then when she asked how she was born, I told her, "in a hospital!"
I think a child should hear about adoption and know they are adopted from the very beginning.