>>717325365
I like making characters and then roleplaying as them, switching up the gender sometimes helps add wrinkles to how they'd act, same goes for their race, class, etc.
Now if the protag is a set character and you're just picking their gender like in FE, that just comes down to a preference of design. Like I prefer Male Robin and Male Byleth, but I also played as Female Corrin and Female Alear.
