It's been a progression:

First I didn't care, just made male characters because I'm male, put about zero thought in it.

Then someone told me "If I'm going to spend hundreds of hours staring at an avatar's butt, I'd rather it be something I like". I still made male characters, because I wasn't staring at their butt.

I got into healing roles over time, and most healers tended to be female, so I picked female characters.

Then I saw how male players would fawn around female characters... and I found it funny to make the most fragile looking female character, with some awesome DPS power, so people would try to PvP duel me and get pummeled into the ground.

Finally, I stopped caring at all. My Overwatch "main" was Mercy, with Torb and Moira as close seconds... but the most fun I've ever had, was being a hamster (Hammond).