You can either go for the one that feels "right" for you and your circumstances or issues or the opposite and work "cross grain". If you have a problem with "men" or were abused, etc. it might make sense to work with a male to work on those issues or, if you don't "like" women it might be interesting to try exploring that. It's all up to you and how well you can get to know yourself and whether you think you might be "avoiding" one sex or the other/certain problems or wanting an "easier"/more comfortable route, etc. I had female problems so didn't start doing really well in therapy until I had a female therapist to help me work them through.