I have a degree in human nutrition.
From what I was told in class, yes, when you are thirsty you are already partially dehydrated. Of course, this is the same as when you feel your tummy grumble you are already hungry. The thirsty and hungry warnings serve us just fine. Unless you are elderly or have a condition which requires close monitoring of your fluid intake, drinking when you are thirsty is not detrimental to your health.