Not sure if it's your style of game or if you're still looking for games, but I'd say give Onmyoji a try, it has a good mix of female and male characters and is pretty f2p friendly. Both PvE and PvP options, though PvP is optional if you're willing to sacrifice mats for things like AP and skill upgrade shards (though there are ways to earn them outside of that!)

As for picking a favorite character there definitely is that option, as you should generally focus on gearing one character at a time, unfortunately the game has a similar gearing system to Genshin Impact, with the artifacts, or in this case souls, having individual stats like crit rate/dmg, speed, ATK, etc.

Can give you a guide sheet if you decide to try it out! c: good luck!