It’s important to distinguish between sex and gender. Sex is something purely physical–being either a male or a female. Only in His Incarnation as Jesus was God ever a male.
Gender, on the other hand, is not physical. It refers to personality, and the quality of being either masculine or feminine. And in reality, it is not a black and white distinction; all people have some degree of both, although one’s dominant gender is usually aligned with their sex.
As far as God is concerned, the Father is the Father because He is very much what we consider masculine. The son is both male and masculine, of course. The Holy Spirit, as far as I know is never personified in the way the Father and Son are. Personally, I consider the Holy Spirit to be very complementary to the Father and Son… His power is more subtle, more covert, and more, well, spiritual. The gifts of the Holy Spirit are not as easy to grasp as those of the Father (the gift of life and Creation) and the Son (the gift of sacrifice and Himself). The Holy Spirit is like the dark sky behind the stars… invisible but always there, always underlying and enveloping. And the complement of masculine is feminine.
Actually, I think this idea is very useful in explaining the Trinity and the divine love that binds the three Persons. Love, by its very nature, must always be directed toward an other–self love is not true love. If we begin with the Father, He is Himself. The Son is an other by virtue of the fact that unlike the Father, He is destined to have an incarnate, human, mortal nature in addition to His divine, spiritual, immortal nature. The Holy Spirit is also an other by virtue of posessing a more feminine personality. Because each Person is an other in relation to the other two, they are capable of complete and perfect love for one another.
Does that mean the Holy Spirit is female? No, because, how can a spirit be male or female? Do I have a problem with calling the Holy Spirit “He” even in spite of His more feminine personality? No, because the Holy Spirit is a personal being, and deserves a personal pronoun. (The pronoun “It” would be far more insulting than either “He” or “She”!) It only makes sense, as we refer to the other two Persons as “He.” To do otherwise would impose
too much artificial separation and other-ness upon the Persons, I think, damaging the integrity of God’s One-ness.
I can understand girls and women wanting to identify with God as female. I found it a problem in my own life and development at times–how to relate to a “He,” how to reconcile that I am in Him and He is in me, even though I am a she. As I’ve gotten older, I’ve come to appreciate the element of complementariness, as much with God as with men. In a way, I feel a much stronger bond with God than I imagine I might if I were a man. But ultimately, in our true existence, we females aren’t going to be female either (although we might remain feminine, I don’t know). Things will be much simpler then!
