I actually don't know what I'd do. Obviously fantasiaing into a guy, especially a bunny boy would be interesting. But there's other reasons to go for that too besides my slightly dirty mind.

I would hope that with all the magic and technology that there would be birth control in Eorzea but even then. There's a lot of creeps in FFXIV and if they're all getting thrown into the game as well, I'm really not entirely sure I'd like to be a woman anymore. There are days when I think the real world is scary enough but in a fantasy world where there's millions of other former now real characters who now likely have full control over their powers and abilities with full use of them even in the city states... I think the playerbase is degenerate enough that thrown into this setting they could definitely turn the entire land into a lawless mess of chaos where you wouldn't trust anyone.