Sort of depends on the game I guess... I was going to just go ahead and say female because of rpgs like WoW or Fallout where I'll be spending possibly years running about leveling up and enjoying the game world as 1 character.
However there is a genre where I wouldn't tend to create a female character, sports games, say in Tony Hawks pro skater I would always have a male create a skater just because sadly a female doing a 900 just simply doesn't look right... because I don't believe there has ever been a fantastic vert female pro skater, sure there is a number of street style skaters, but I could be wrong now.
Again in WWE titles, if you create a female wrestler in the newer titles you are not able to wrestle cross gender, so you'll just never have the option of fighting Brock or Cena if you create a female character so you are naturally pushed into creating a male char. Just in the newer titles this is in place I think.
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