Pwee

I'm not sure if I should be concerned about raising a spoiled child...what do you think?
The other day Ryan "asked" to use his playmat. When I say ask I mean he saw the playmat in the basement and he pointed, made some noises and did a little dance that looked like he was jogging in place. It was too mild to be a tantrum, so don't think I'm "that mom" who always gives in to her child's tantrums. I realized what he wanted. I said "You want to play with your squares?" and got them down. He smiled that huge "You understood me!" smile and started bouncing up and down. I pulled out a few for him to play with and he had a great time.
recently when I think I know what he wants and I ask him. Many times he will fuss and bounce up and down. I used to think that meant no, so I would stop doing what I thought he wanted(eg. getting him milk). Then he would fuss harder and I realized that fussing means yes. Hmm. So it seems like he thinks he has to fuss to get what he wants. I've been working really hard on getting him to say please. When he fusses and grabs the fridge door now I will say, "Milk, please" and then get his milk. The please has taken for food. Now he will stand at the food cabinet and say "pwee, pwee" as he bounces up and down(still working on that), but he doesn't really do it for anything else. When he does say 'pwee' when he realizes that I'm getting him something he still starts to fuss. I'm wondering if he really does think he needs to fuss for me to give it to him or if he is just impatient. Any ideas how to calm Mr. Fussypants?