In the first game, as far as I know the characters gender is a visual difference only, no difference to gameplay. However, I could be wrong as I've only played a little bit of AS1. And yes, AS1 is difficult. I think I got to level 3 or 4 before I just kept getting swarmed.
AS2, on the other hand, does have different characters with different starting skills which you can then upgrade with levels, so the character does make a difference.
Also, AS2 does appear to have an easier start as I've not been completely and utterly swarmed to death yet. Made it to about level 5 or so and was still coping fine, but then got distracted with other games. (I have a rather bad habit of starting a game then moving to another, and another, and another, unless I really focus myelf to work at a game or unless a game really grabs hold of me for a while).