If I'm not sure of the gender of a particular bug that I've found, I usually default to "he". I collectively call bugs "these guys", knowing there may well be girls among them. It's usually good enough for me. But when I'm certain of the sex, I will try to specify male or female.
Take this guy, for example. He's a male Green Lynx spider. I can tell he's a male because his body is smaller and skinnier than a female's body. And like other male spiders, he has a pair of special little legs called pedipalps that are tipped with what looks like tiny boxing gloves. Those are "manly" parts that help him transfer sperm to the female during mating.
Here's another view of a male's "boxing gloves" from last summer.
Here is a female Green Lynx to compare. See? Her pedipalps don't have the boxing gloves. Also she has a much bigger abdomen. When you see a spider with a big round body, it's a female, full of eggs!