In a new trailer, Bethesda has revealed that the main Protagonist of Prey, Morgan Yu, will be playable as a male or female. Whatever option you choose will have no affect on the game. Fem Morgan got her debut in the new trailer, which shows her character going through the same motions the male Morgan did in the first trailer...
It's not really a huge deal, as it doesn't really affect the game in a meaningful way, but it's cool of Bethesda to add an option for those who wish to take it. Maybe it's a way with keeping up with Mass Effect, who's been offering this option since their first game.
Prey is coming to PS4, Xbox One, and PC sometime in 2017.