I had been curious why Osu! had not add the gender yet before...
Is there any problem about adding the gender, or It does not matter to know their gender at the beginning?

Can we add the gender in Osu! ?

2 genders and 1 dont want to show(for those not ready for that)?

You can show your gender/preference in you about me, I dont see why there needs to be a specific field for it. Generally there is no need to know someones gender in an online game and can only cause issues with people targetting others or being weird potentially.