I always make a male and female character and give them the same name from my other games if possible (I gave them personality/backstories in my head, dont ask). And sometimes I make multiple characters from different classes, species, races, skin colors etc. and if I feel creative, their back story/bio. Helps if one is a creative person that likes to write stories.
Hey now in fallout(s) you can get a perk(lady killer/black widow) that increases the damage against enemies of the opposite gender, and being how that the ratio of men to women enemies is like 85% to 15% , it's just smart and logical to play as a girl
AND NO OTHER REASON
New Vegas had me playing a bisexual character before I realized I am bisexual because it gave me that sweet damage buff vs everyone