I read a couple of stories recently at Electric Spec in which the protag's gender was quite mysterious. It wasn't until pages in that the author referred to the protag as female or male; I found this rather irritating. I vaguely recall my fave author Connie Willis did this in one of her early books, so it CAN be done. (Was it Uncharted Territory?) But please don't do it unless it's intentional. Often, in real life, men and women use language differently because they've been socialized differently. Authors need to be cognisant of such issues--while being careful not to lapse into stereotypes.
Yes, 'authoring' is difficult! :)
Speaking of Ms. Willis, she has a new book coming out September 25, 2007 The Winds of Marble Arch. Hurray!