I often try to immerse myself and self-insert, so female for me, I only ever play games with a male protagonist if the game itself looks absolutely amazing (whether through recommendation or things I've seen, e.g. Pragmata and The Last Sovereign (one SFW and one NSFW example) are too good to pass by)
But in general, I tend to only play games as a female protagonist if I can
Playing female protagonist just solely because most male MC look the same. Then again, I'm biased because I hate 3DCG VN and that usually have the same male MC, or lookalike. Plus I enjoy more extreme fetishes and play as a pig for example isn't my cup of tea.
Definitely prefer male protagonists (unless they are super old guys). I will play as a female protagonist without problem, but the immersion factor is never the same
I'd rather be a female protagonist it makes me try to care more about what happens to them. If I just really dislike them then I can make them go down the bad endings.
In adult games I’m really more into self insert fantasy. I honestly feel weird if I can’t name my character with at least my first name. To the point where once or twice I’ve grepped the codebase on a renpy game to find all instances of the original MCs name to replace it with my own