Way back in my AOL newbie days, I did this. "ModernAngel" started out as the screenname of an assumed persona, "Brandy Leigh McLeod". It was educational. Since "angel" seems to equate to "female" in many virtual arenas, I still get the occasional "Wanna cyber?" query, or (much more often), an unsolicited, private "hi." that I am supposed to pick up and run with. On several occasions since I dropped the pretense of femininity, I've had people say to me "dude, get a more masculine nick" - because the nick screws up their expectations of how they might want to interact with me. It starts with a sweeping generalization of who I am, and a nick is supposed to somehow encapsulate everything of interest about me...
It is ridiculously easy to pull off, but the novelty wears thin quickly. (Or did for me, anyway.) Contrary to Saige's theory, I think gender cues determine a lot of what we read into a chat/post author's personality/style, not vice versa.