@Kid_Omega_Prime: Yes, I can help you! The nature of his powers vary by writer, but considering the most popular and consistent takes, he has extremely specific control over his form. He is able to absorb matter around him to add to his mass, on one occasion growing to Godzilla size (MM vol 2 #2). In the One Million crossover he actually became one with Mars itself (this was with an assist from the Source). In that same crossover he mentions using his "shape-changing DNA" to counteract a futuristic super virus, which implies that he can indeed change his physical attributes at a very basic level and has some sort of cohesive being outside of his physical form.
I think this explains many of his powers. Encountering super beings like Kryptonians/New Gods/etc allowed Martians to copy their powers; hence flight/heat-vision/super breath/enhanced senses/becoming immaterial/etc.
Gender is a more interesting question, since many would argue that gender is somewhat subjective; actually, I see you said sex. He has referred to himself as "technically asexual" (JLA 63) and Martian breeding has been shown to be akin to mitosis (MM vol2 "In my life") or in the case of the original burning martians, entirely asexual (JLA "Trial by Fire".) He has assumed a more feminine gender on a few occasions, notably in JLTF 7-8 and less notably in WW vol2 174.
If you are interested in more, I highly recommend http://www.idol-head.blogspot.com/. There is a wealth of information there about his entire 50+ year history.
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