Although in her first appearance the tl refer to Dambi as 'he', when she turn to her human form you can see that her clothes are traditional female hanbok(?).
Always has been
but yeah for sometime I was not 100% sure because she was translated as he and is generally tomboy'ish but she is in fact a girl... not a gender role really matter to a weasel that was born weasel and just happened to be used as a tissue by a superior being
Can confirm Dambi is a girl - and she's a marten, which are related to, but not weasels. As a fun fact, her name, Dambi, is just the name of her species in Korean, so like naming a dog "Dog".