Despite being voiced by a female voice actress (Niki Yang, who considers BMO as male) BMO has no definite gender, and characters (including BMO) refer to BMO in a variety of ways throughout the show, including using both male and female pronouns, as well as terms such as "m'lady" or "little living boy".

Who does BMO have a crush on?

In the newest episode, it's implied that BMO has a crush on Ice King. Up until now, though, BMO was always referred to as a boy.

Is Gunter a girl?

After tricking the Cosmic Owl into taking them into Princess Bubblegum's dream, Gunter attacks her. Likely due to Gunter's jealousy of Ice King's affection for Princess Bubblegum. In "Princess Potluck", Lumpy Space Princess tells Gunter to "Get them buns on the dance floor, girl!" Indicating that Gunter is female.