I'm a bit confused by OP here - I didn't at all have that impression. I thought it was fairly clear from the start what the gender of the main protagonist was. Perhaps I misread...

The name didn't sound female to me "Genly Ai"... I know Ai as from Japanese, meaning "love" and I know a girl called that.

The story starts from his first-person perspective, and he talks about how he feels insecure and about his fancy robes.

The protagonist in Left Hand of Darkness is 100% a human male (and a bit of a man's man to boot).

I know, I just didn't think this for the first few pages.

It's not a spoiler. Genly is male and there's no attempt to hide this or any plot mystery about it. The ambivalence is in the gender of the natives of the planet Gethen.

Sorry.