There are a few things I consider when picking gender in a game.

• Is the character voice acted? Which voice actor do I think performs better?
• is the game third person? Which gender has the better look in armor/clothing in the game?
• Does the game feature romance? If so, then I almost always pick my own gender for a first playthrough at least.
• Which gender do I think the plot of the game will be more compelling for?

In tabletop D&D, gender tends to be the last thing I choose in a character (as opposed to video games that usually want it to be your first choice), and I basically just look at the made character including personality and backstory and realize that it's more interesting or fun to play as one gender or the other.