Miquella is a girl, here's why
Evidence that Miquella is a boy:
- He's referred to as Malenia's twin brother and the game uses he/him pronouns.
Evidence that Miquella is a girl:
- She's arguably the most feminine looking character in the game. She wears a dress and has long blond hair with braids.
- She's an Empyrian. All other Empyrians in the game are female, why would Miquella be the only exception?
- Mogh wants to be her king consort and start a dynasty with her. That's kind of hard if they're both dudes.
- In the cut content, it's confirmed that she's actually St. Trina. St. Trina is female.
- Her name ends in "a" which usually denotes female in this game, and in the real world.
There seems to be more evidence supporting the Miquella is a girl theory. But it's possible she/he is a hermaphrodite. Since it was revealed that Marika is Radagon, gender bending is a thing. My theory is that Miquella was either born a boy, or his/her gender was ambiguous at birth and they declared him a boy. But he always felt like he should have been a girl. Hence the way he dressed and wore his hair. I wouldn't put it past GRRM to put a trans or hermaphrodite character in his story.
In fact the whole cocoon thing could have been a means for him to emerge as a woman, St. Trina. It's sort of like the empyrian version of a sex change operation. But unlike real life sex change operations, empyrians can actually biologically change their sex (as evidenced by Marika/Radagon). So it was generally understood that Miquella would have a womb and indeed be able to bear children after emerging from the cocoon had the plan worked, hence why Mogh wanted to be Miquella's King Consort and start a dynasty with her.
Of course, the plan didn't work, and Miquella actually looks like this now: https://i.imgur.com/SPnXR8L.jpg but hey, at least he's all grown up and Mogh doesn't look like as much of a scumbag now.