Doesn't matter too much, if you don't have other dogs already.
Two females are the least likely of any combination of dogs to get along. A male and a female more likely, and two males seem most likely. This doesn't mean that dogs don't get along, most dogs, given adequate socialisation, are ok. And some dogs must be single dogs. Just, as an idea, this generally helps.
Males typically grow a bit bigger. Females can be more 'fiesty' - they tend to know what they want and get what they want a bit more than males - though there are as many exceptions as there are rules. Females can be a bit more 'one person dog' than males.
The same with marking, boy dogs can be more of a problem in this regard, though some females are just as persistently determined to mark.
There is also some discussion regarding who they get on with best, it seems dogs bond more closely to persons of the opposite sex to them? There is no concrete evidence - in my experience they bond more closely with the caretaker, but many people say this.
Take all this as vague considerations that can be completely wrong in any specific individual dog.
More important, to me, would be getting the right puppy. They can be very different in terms of drive, ability to solve problems, and human orientatedness. Get the right pup, not the pup with the right genitals :P
I've only ever had male dogs and got my first female pug a couple weeks ago. I must say I'm really enjoying having a female for once. I use to walk around with the boy pups for 15-20mins trying to get them to pee and do their business,, and my little girl will go within a minute or 2 then back inside, so easy peasy. I was worried that a female wouldn't be as snuggly and affectionate as a boy but I was wrong, she's a little leach that is stuck to me 24/7. I think you will be very happy with either sex, pugs are a breed of their own very loveable and rewarding!!
to me I love both cause I love all pugs haha. I have had 3 females and one male. Going forward I think I will go with female only because my male marks EVERYTHING! So much of my furniture and wood floors ruined due to it and now when I leave the house he needs to wear a belly band. All my females have been so sweet and mellow too.
I think it just depends on which little baby speaks to you when you see them, I had all plans of getting 1 boy, then changed my mind to a boy & girl but after going to looking at the little ones I decided on 2 boys. Oh jeez - do they fight like crazy!!!
It's not the end of the world. You know about it now and can commit to raising two healthy dogs.
Are there two of you? Make each human responsible for a puppy. Socialise them together and apart. Train them separately. Play with them together and apart.
It's more than double the work, but it's also more than double the fun. Give them enough opportunities to develop as individuals, and you'll see two healthy, happy dogs.
One of the easiest ways, is, as above, to dedicate a human to a pup. It helps if you take them to different puppy classes, and if you take them to the vet both together and apart (this one is crucial, it's not likely they'll get sick together and coping alone at the vets is a pretty big deal for a dog).