In the game, you are able to change your gender of wolf. When you play, people are able to tell if you are a boy or girl by the sex symbol, located by your name.
In nature, female wolves are somewhat smaller than the male. They are shorter, and seem thinner. The male wolves on the other hand, are bigger, fluffier, and heavy set.
Maybe they could make that difference in the Male and Female wolf avatars. The coat colors (skins) would still look the same, but the body type would look different.