While personality in the animal kingdom can sometimes be dictated by gender, it is less frequent with canines and pugs in particular. The individual dog will decide personality.
Female pugs are less likely to mark their territory on furniture and carpets in your home. They are also less likely to show aggression to other dogs or pets you might have in the home.
Personality depends much more on the individual dog than the gender. Meet each puppy from the litter and decided based on temperament rather than on if it's a male or female.
I've had both for almost forty years and have found little difference in their personalities based on their sex. They are equally intelligent, loving and playful.