Here is the Wikipedia info:
Birdo, known in Japan as Catherine (キャサリン?, pronounced /ˈkæθərɪn/), is a fictional character in the Mario series of video games, who first appeared in Yume Kōjō: Doki Doki Panic. The character reappeared in the game's Western conversion Super Mario Bros. 2, and has since become a recurring character in the Mario series, appearing in several sports games in the series as a playable character. Birdo and fellow Mario series character, Yoshi, have had a love interest since the video game Mario Tennis. Birdo in Mario Super Sluggers had good chemistry with Petey Piranha, Toadette and Yoshi. but bad chemistry with Tiny Kong. Ever since the North American release of Super Mario Bros. 2, Birdo's gender has been at issue. The manual asserts that she is a male who believes he is a girl, and would rather be referred to as "Birdetta". Later versions of Super Mario Bros. 2 make no mention in either the manual or the video game itself. Later works from Nintendo have changed the gender back and forth, including Birdo as a love interest for Yoshi. The gender confusion is given specific mention in Super Smash Bros. Brawl and Captain Rainbow, the latter involving a plot that requires players to prove Birdo is a female.
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