How do you know what gender your Fennekin is?
The gender of a Pokemon is displayed in a variety of places throughout the game. The two you'll see most commonly are right next to a Pokemon's name in a battle, or on the Pokemon status screen in the menu.
This picture gives an example of the battle screen:
And this picture gives an example of the Pokemon status screen:
Males have a ♂, while females have a ♀ instead.
Fennekin, like all starter Pokemon, is only generated as female one out of every eight times on average, so it may take some time to find a female one.