I'm pretty sure they don't have a set gender, unless I'm the one who missed some dialogue. Your character also has no set gender, so yeah. I'm pretty sure you can set their gender in your head however you like.
As quoted from the Kickstarter comments section... "Gender is not even a mechanic in Cattails. Every player cat can marry any of the marriageable cats, and have kittens with them if they choose to do so."