Unfortunately, the only customization visually is an outfit which you receive once completing the game. Originally you were supposed to be able to choose between a female or male but ultimately it had to be scrapped. Maybe in the future but no guarantees. I think there's a clip of the female pirate in the very first trailer released.
I'm going to plug my other game for a second though (forgive me) just in case you'd be interested in the future...you can't choose gender but there's a ton of visual armor/clothing options. Including dresses.