The first game I owned that you let you choose either a guy or girl character was Pokemon Crystal, and then Pokemon Ruby, Sapphire and Emerald. I remember the booklet that came with the game pointed out you start the game by choosing a male or female character, and in parthesis it said "(we strongly encourage you to pick a character the same gender that you are)" Why they went out of their way to say this, I don't know. My only guess could be they're afraid that a kid might have a gender identity crisis after picking a character of the opposite gender. But that's not a strong argument.
Now I've always chosen a character that was the same gender as me, a boy. After all, if this character is to represent me (the real me) in the game, it should be as close to reality as possible, including gender. I never thought twice about that. But then I met my male friend, a fellow Pokemon trainer, who would choose a female character for his character. Then another one of my male friends, not only chose his pokemon character to be female, but his World of Warcraft. Another interesting story is my other male friend. in RockBand, he made a male character for himself. But when he wanted a female character in his band, so he had a character to sing and play guitar, so he made one, a female one. He liked the female one better and started playing with her more often. This was all new to me, for a guy to make a female character. It always made sense to make the character the same gender as yourself, but made no sense to make the character a different gender. I always joke with them that they all have a serious labido problem. lol.
So I would say if you are trying to make character as realistic as possible, so you're putting yourself in the game, then I would say it should be the same gender. But if you're really trying to make this a role play, trying to play a totally fantasy role, then go ahead, make a character of a different gender, if that's what you want. It's interesting that some of you guys choose a girl because you say it's something to look at. Well, what about games like Pokemon, where there is nothing to look at, especially if the character is 10 years old. lol. And on that note, supposedly the Milo game, when it comes out, IF it comes out, will allow you to choose the gender (Milo or Millie). If you were to get that game, would you choose a male or a female?