Depends which one do you want to follow...
Korea's Nell is released as a boy, while US's Pangya is released as a girl. I just went on Pangya yesterday and even GM Takeda says that Nell's a girl, and most of the community seems set on calling Nell a girl too. o.o/
Personally I went with US server since I'm playing there, and Nell is less ridiculous that way. o^o/
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Big thank you to Aimee for the sig!