Obviously children (as well as adult native russian speakers) don't need to know cases to speak russian. When your brain gets know how should sound words in different cases (even without the knowledge of their existing) it just makes them sound right automatically.I think it is about harmony: if it sounds right it is right.

Russian children speak Russian using cases as well as German and Finnish children use their. It's their native language.

By the time they start to go to school (6 or 7 years old) they get all of them right, except maybe for some typical natives' mistakes (when something is irregular), then parents correct them.

They know nothing about the padejs and do not have difficulties :)

this is the native language of Russian children. they learn it from childhood.