Through all the seasons of Game Of Thrones, the Faceless men are all men, even The Waif, a Faceless Man that appears as a young woman. The Faceless men serve the Many-Faced God, Death. Is Arya the only female to become No One?
We never see the Faceless Men change their bodies, only their faces (with the possible exception of the confusing poison-drinking scene where there were too many layers of robe to really be sure what was going on anyway - and where it's not clear who or what if anyone actually died).
So there's really no reason to think she was ever a he. "The faceless men" is something they're known as, not something they call themselves. People with advanced greyscale are known as "stone men", but that doesn't mean women are immune to the disease; groups of iron islanders are sometimes called "Iron men" even if Yara/Asha is leading them, etc etc.
When people translate "valar morghulis" as "All men must die", they're not saying "Some women never die". It's a common English language thing in real life too, every definition of "man" includes this non-gendered sense, e.g. Oxford Dictionaries:
An adult human male. 'a small man with mischievous eyes'
A human being of either sex; a person. 'God cares for all men'
In the books (A Feast For Crows) it seems confirmed that the waif was female when recruited:
There's a story, seemingly true, told that a man wanted the assassins' services, and the price they were quoted was that he give up his daughter to the temple.
It's implied that the price for their services is means-tested, i.e. it's always something that would be a major sacrifice for the customer. Everyone can afford their services, but no-one can hire them lightly, no matter how rich.
In the books Jaqen H'ghar's equivalent explains to Arya that historically some Faceless Men have been women, but this was a very rare situation:
It may be that the Many-Faced God has led you here to be His instrument, but when I look at you I see a child... and worse, a girl child. Many have served Him of Many Faces through the centuries, but only a few of His servants have been women. Women bring life into the world. We bring the gift of death. No one can do both.
(A Feast for Crows, Arya II)
No, "The Waif" is a Faceless Man too! (Let me lay out the evidence!)
"A man is not Jaqen H'gar."
In the books we get a better sense that Faceless Men operate in "roles" in which Arya refers to them as they appear and/or behave: The Kindly Man, The Fat Fellow, The Starved Man, etc.
They also play "The Game of Faces", which includes being able to determine when someone is lying, but also then teaches them to become better liars, as Faceless Men need to take on fictitious or semi-fictitious backstories...
Every Hurt is a Lesson, Every Lesson Makes You Stronger...
The definition of what a waif is "a homeless, neglected, or abandoned person, especially a child."
This is what Arya is and so by fighting the Waif, she is basically fighting the worst possible version of herself in order to "kill" herself and become "no one".
"We're always playing the game of faces."
One may notice during the scene in which Arya becomes blind that she at first thinks she is going to be poisoned, as the Waif holds her back and the Kindly Man (with Jaqen's face) seems to move towards her with the bowl of poison, but just then he swallows it, collapses on the floor, and appears to have died. Arya runs to him crying out, "No! You can't die!".
Then she hears his voice from behind her. She turns around and now sees the face of Jaqen instead of the Waif! She looks back at the body lying on ground, dumbfounded. She begins to peel off several layers of faces until she reaches her own, sees herself appearing dead, and then she becomes blind!
Valor Dorhaeris! (All Men Must Serve)
It's in that moment that I think Arya died or gave up her soul to serve The Red God (The God of Death). IMO this is similar to what happens when one becomes a wight for the Lord of Light.
In addition the Waif also changes her face into that of an old women when she goes and stabs Arya, proving again there is an "old women's face" (another female) to be used!
If Arya is also a servant, who in some way died to serve The Red God,it may also explain why that when the Waif comes and stabs Arya several times in the front (a juxtaposition calling back to when Arya stabs the Frey soldier in the back) that she doesn't just die, as easily as she should!
What is Dead May Never Die (But Rises Stronger, Harder)
But Arya never fully understood the lesson that she was given upon becoming blind, because even though she thinks she has killed the Waif, the reality is that she may not of, simply because as the earlier Jaquen/Waif scene already depicted, you can't kill "no one". The Waif was just a face that can be used to play a role like any other. The Waif, in this case, was just used as a way to fully [metaphysically] transforms Arya into becoming "no one".