The bulk of the game you do, although there are segments where you play as a different character who is female. It’s not really comparable to RPGs like Dragon Age/Elder Scrolls/Fallout though, as the series is defined by using a pre-rolled character. Anyway, yes. Personally, given the chance (either by the ability to choose pre-set characters or generate your own), I’ll always choose the female one. I’ve thought about it and I’m not certain why. I think it comes down to:
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so rarely given this chance;
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with good developers & writers, they’re aware of this fact and it’s generally more fun. With bad devs & writers (so, the bulk of them), they’ll often give the female option the “feminine” powers (see Borderlands 2, magical healing as opposed to lethal aggression) which are also fresher to play with;
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as a straight white guy, I’m oddly a little tired of playing the stories of other straight white guys. GTA San Andreas had a far more interesting story than GTA IV, and I can’t think of any other possible comparisons I can make because Jesus Christ there probably aren’t any;
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aesthetics - I’m a little over bald space marines, having had few other options since Doom
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seeing as publishers are so risk averse, the few games that are released with female are invariably more interesting as they have to be. Beyond Good & Evil, Remember Me, WET (which was trashy & stupid but fun trashy and stupid)
So yes, fully agree with Ashley Burch’s statements, and I’ll echo @caryroys’ recommendation of HAWP (and also add her performance in the 15 minute TF2 movie Expiration Date)