Social responses can be affected by gender. For example, Nass and Reeves' work indicates that in the U.S., male personalities are stereotypically considered to understand more about technical subjects, while females are attributed to be better experts in interpersonal subjects like love and relationships. This doesn't suggest that you should perpetuate gender stereotypes, only that you be aware that they may exist and understand how they might affect interaction with your character.
Remember that a character's perceived gender isn't solely established by its name or appearance. Even a gender-neutral character may convey gender based on its voice characteristics, speech patterns, and movement.