None whatsoever. Bring up the unit profile for the animal where you can read how fat it is and how long its hair is etc (z from the 'v'iew mode I think). The pronoun there will make it clear which gender it is.
This is correct. You can also check an animal's gender by going to the "z" menu, and selecting animals.
It lists all current fortress owned animals in a downward list. Going across from left to right, it lists name (if any. If not, it simply lists the animal as "stray"), species, gender, and then allows you to mark the animals as "available", "unavailable", or "for slaughter". Available and unavailable determine whether the animal can be made a pet.
Rain water is peculiar - when it's "raining", what's happening is random tiles are getting washed and 'murky pool' tiles spontaneously create water in them. 'Murky Pool' tiles are the only tiles that will do this, so do not destroy them (by digging or flooring over them) if you want rain water. Collecting it is a matter of arranging plumbing to connect to various murky pool tiles.
This is beyond useful to know. Glad I asked. Probably the easiest way will be to drain the pool by allowing it to flood into the cistern and then channeling out the ground near the tile before constructing a floodgate over the newly channeled hole.
Hmm.. That leads to the other question: Will the murky pool tiles still fill with water if they've been covered over with a roof? If it functions as normal ground does in regards to that (ie: if it's been exposed once, it counts forever) or does being covered prevent this?