As with people, a ferret's inherent personality is more important than
color or gender.  Choose whatever color you like best.

There's no consistent personality difference between a (neutered) male
and a female.  Males are generally considerably larger, around 18" and
2-5 pounds (that's 45 cm and 0.9 to 2.3 kg, in the US; European-bred
ferrets differ a bit) compared to 15" and 0.75-3 pounds (40 cm and 0.4 to
1.3 kg) for females.  Males' heads are usually wider, which can give
them a more cat-like appearance.  If you're getting an unneutered
ferret, bear in mind that the cost to spay a female can be higher than
the cost to neuter a male.  (Unless you're specifically planning to
breed them, you will NEED to "alter" your pets [9.1].)

There are two contradictory opinions regarding what age ferret is best
for a new owner.  Adults tend to be a bit calmer and may already be
litter- and nip-trained [7.2] [7.1], but they are larger and may have
acquired bad habits, too.  Kits are very cute, and their small size
and (for a young kit) sleepiness can be less intimidating for a new
owner, but they require more care and a lot more training and will
become very active before too long.  Ferrets under 7 or 8 weeks
probably shouldn't be away from their mothers yet, and many breeders
prefer to keep their kits for 10 weeks or more.