Used in Special:Preferences, first tab, in the Internationalisation section. This may be customized for other languages. This should sound like a question, the answer to which can be selected in one of these:

    The idea is that this preference is used for speaking to the user and about the user, and the label and the preference are supposed to demonstrate it.

    See also Prefs-help-gender ("Setting this preference is optional. The software uses its value to address you and to mention you to others using the appropriate grammatical gender. This information will be public.").