Prof. Naomi S. Baron will soon publish an article on See You Online: Gender Issues in College Student Use of Instant Messaging. This article is worthwhile reading for anyone interested in designing effective IM systems.
More generally, you can see that even on the allegedly anonymous medium of the Internet, people can still often guess your gender. One study that she references found that reviewers could guess the gender of the author of a paper with 75% accuracy.
For example, women tend to use more affective markers (e.g., I know how you feel), more diminutives (e.g., little bitty insect), more hedge words (e.g., perhaps, sort of), more politeness markers (e.g., I hate to bother you), and more tag questions (e.g., Were leaving at 8:00 pm, arent we?) than do men. Men, on the other hand, are likely to use more referential language (e.g., The stock market took a nosedive today), more profanity, and fewer first person pronouns than are women.
Herring (2003) offers a thorough analysis of language and gender issues in one-to-many CMC forums such as listservs and newsgroups (both of which involve asynchronous communication) and Chat, MUDs, and MOOs (all of which involve synchronous communication). In both venues, Herring reports gender asymmetries. On asynchronous discussion lists and newsgroups, males are more likely to post longer messages, begin and close discussions in mixed-sex groups, assert opinions strongly as facts, use crude language (including insults and profanity), and in general manifest an adversarial orientation toward their interlocutors while females tend to post relatively short messages, and are more likely to qualify and justify their assertions, apologize, express support of others, and in general, manifest an aligned orientation toward their interlocutors (Herring, p. 207).
For a summary of this paper, see LiveScience reports that the writing style of IM users is surprisingly formal. These different communication styles are one of the reasons why female avatars face gender bias online. (Source: danah boyd)