I always make a male and female character and give them the same name from my other games if possible (I gave them personality/backstories in my head, dont ask). And sometimes I make multiple characters from different classes, species, races, skin colors etc. and if I feel creative, their back story/bio. Helps if one is a creative person that likes to write stories.
I sometimes prefer playing men just because of how male-gazy they make women look. It just seems weird at times, beyond what I’d brush off as artistic and stylistic choices.
In some games girls getting cooler clothes, like in Pokemon. In stuff like Guild Wars I loved both male and female armor sets, depending on the class.