There is no simple answer. Some people are much more comfortable with a person of the same gender - others prefer someone different. And remember- not all women (or all men) are alike. And sometimes, seekers want a therapist who is challenging and makes them feel a little uncomfortable, while others want someone totally accepting and supportive.
Most importantly- you must feel you can work with the person you choose. Hard as it is- be willing to try more than one person out. Or see if there are other ways to experience what it is like to be with a person before you make a commitment. Some therapists offer get acquainted sessions, others appear at community events, give workshops, speak at meetings, or have other opportunities to see them in action.
You are making a big investment of energy, time, and money when you enter therapy. If the therapist isn't right for you, find someone else. This is especially hard for people with social anxiety- but essential. Therapy itself can be difficult and uncomfortable, doing it with someone you do not feel safe with is nearly impossible. To stay with someone you can't work with is abusive toward yourself.
Ask people you trust about who they know, see if what they have to say about them resonates for you. But remember the perfect therapist for them may not be a fit for you.
If you don't have the luxury of being able to select - like in a community clinic that assigns based on openings, expect that it will take 4 - 6 sessions before you know whether it will work for you or not. if the answer is no, ask to be reassigned.