Depends on a few things, but I usually lean towards female.
Firstly and most importantly, if I'm playing a game for 30 hours+ I want to look at the most attractive thing I can whilst doing so. So seeing a curvy wench wiggle her behind at me for that period is far more preferable to seeing some random dude strut his stuff. So if it's a 3rd person perspective game female looks favourite.
Secondly I also like watching lesbian sex, and everything which leads up to that, too. So If there are lesbian romance options then that adds to the female choice.
Thirdly ever since being a kid I thrived on Golden Axe, and used to pause & knock one out over Tyris Flare's arse as a hormone fuelled 12/13 year old. So I like the idea that some of these RPG's (e.g. Divinity 2:TDKS) are the continuation of her adventures.
And finally the missus is a redhead, so it raises a smile with her when I create Tyris or similar as a redheaded wench.
The prerequisite for me to play male is 1) 1st person perspective, 2) no lesbian romances, & only same sex romances available.
Fallout 3's the type of game I'll play as a male. But it's an exception, not the rule.