I want to see this on Steam Greenlight!
It also would be nice to select a character gender, but don't forget about this: http://kotaku.com/how-video-game-breasts-are-made-... IT'S IMPORTANT. :P
If this was an RPG it would definitely have gender options and other customizable stuff. But this is more like a somewhat linear action adventure game like Zelda Oot or WW.
However, the idea of the character is that he is a representation of a "real" person outside the game, not you as player but the real Main Character. He is a male and in every different world his avatar would have different clothes, constitution and, why not, maybe gender if that adds something interesting to the world and game design.
Because, you know, part of the purpose of the game and one of the reasons of why every world is different is because it would play different, would have different artstyle and would represent different situations to the player as well as give us freedom to create the worlds we want. We want to experiment a lot with that and changing the gender of the character would be an interesting twist.