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The classes are gender locked. All Warriors and Mages have to be a male charater. All Hunters, Assassins and Musicians have to be a female character.
Just to warn you all before hand, if you plan on playing this game then the odds are you are going to be forced into being a character you don't want to be. There's a good chance you'll have to play a gender you don't want just to be the class you do want, or play as the gender you do want to play a class you don't want. It's an idiotic decision that restricts players. Infact it just screams laziness, lock the genders and they only have to make one set of animations.
Edit* Just to add in that there is no story reason given for locking the classes, no character has anything unique for there to be a reason to be locked by gender. They just locked it.