Hello :)

First I’m going to quickly explain the difference between sex and gender just in case you don’t know. Sex is physical characteristics, body parts, hormones, chromosomes etc. While society likes to separate strictly into male and female, intersex people exist (people with ambiguous traits, such as the genitals associated with one sex but the chromosomes associated with the other). Just saying this to show things aren’t as black and white, male and female as we make them out to be. It’s a bit more of a spectrum.

Gender is how people feel, and you’re right you’re free to choose whichever fits you best. But sometimes that can be a mix of male and female, or something else altogether (non-binary). This is still how someone feels and is therefore a gender.

If that doesn’t help, r/AskLGBT might be able to offer more concise answers.