Well so far I've noticed one gender-specific thing, although it doesn't seem to work properly. There's a crazy lady in the marketplace who hates all men. It triggers some inter-party dialogue, but she seemed to talk to my female character as if she were a man, and then refuse to talk to her again.
It worked for me. I talked to her as my female character and you just get to ask her if she's being bothered by anyone, and in response, she just rants on about "testosterone" men. I'm too early into the game to see if there's more dialogues like this or if what LockeMurdock is saying is true but gender does seem to be recognized.