Why is the deer a stag and not a doe?
Several reasons. One is that we like the look of antlers. And female deer don't have those. Another and more important reason is motivated by our insistance on our position as authors. We choose a male character because it fits the story that we want to tell (Nobody questions the author of a novel about the gender of their protagonist!...). Also, we feel that if we were to give you the choice of playing a stag or a doe, your experience would become about your gender. The Endless Forest is not about being male or female, but about (role)playing a deer. You are a male deer, not a human in a deer skin.
But don't worry: later on there will be many opportunities to make your avatar appear more feminine if you like. He may be male but he doesn't have to be a macho (if it is even possible for an animal to be a macho...).