I always make a male and female character and give them the same name from my other games if possible (I gave them personality/backstories in my head, dont ask). And sometimes I make multiple characters from different classes, species, races, skin colors etc. and if I feel creative, their back story/bio. Helps if one is a creative person that likes to write stories.
I’m sorry to say this but back when I played vidja I only played as women because I wanted to feel cool and a feminist ally, I actually preferred and enjoyed playing as a man