D&C 76

We learn an important doctrine as the Savior reveals of himself that -

"From eternity to eternity he is the same, and his years never fail."  (Doctrine and Covenants | Section 76:4)

Paul wrote to the Colossians that the Savior -

"...is the image of the invisible God, the firstborn of every creature:
16 For by him were all things created, that are in heaven, and that are in earth, visible and invisible, whether they be thrones, or dominions, or principalities, or powers: all things were created by him, and for him..."  (New Testament | Colossians 1:15 - 16)

Paul also taught on Mars' Hill that all of us are also God's offspring -

"...For we are also his offspring.
29 Forasmuch then as we are the offspring of God, we ought not to think that the Godhead is like unto gold, or silver, or stone, graven by art and man's device."  (New Testament | Acts 17:28 - 29)

In that the Savior as well as us are offspring of a Heavenly Father, He being the firstborn, and that He is from eternity to eternity, one would have to assume that we have always been from eternity to eternity.  And if He is the "same" throughout eternity, you would have to assume that we have always been much the same through all eternity.  The Lord showed Abraham  that before we were clothed as spiritual offspring of God  that we were -

"...the intelligences that were organized before the world was; and among all these there were many of the noble and great ones..."  (Pearl of Great Price | Abraham 3:22)

Though we have little understanding of concept of intelligences, if we are the same from eternity to eternity, one would have to assume that we were personages of intelligences before we became spiritual personages or divine offspring.  The Proclamation on the Family states -

"All human beings—male and female—are created in the image of God. Each is a beloved spirit son or daughter of heavenly parents, and, as such, each has a divine nature and destiny. Gender is an essential characteristic of individual premortal, mortal, and eternal identity and purpose."

Thus, logic would suggest, that we have always been the same entity or person, gender included, and will continue to be so being clothed with a body of flesh and bones throughout eternity.