Well, I am female, and mostly play female characters. I hate the stereotype and those who try playing a female character to scam advantages annoy me, so I never mention being female in real life, though I don't explicitly hide it either. Sometimes people try to give me stuff out of nowhere and I just generally decline. Wouldn't want to reinforce that stupid stereotype. The only times I've accepted gifts was when I crafted items for people and they decided to throw something in (often materials) as a thanks, even though I said I'd do it for free.
I play a lot of games, and since most of them have male protagonists, I tend to always play females in my MMOs. They feel a little more personal.