As a linguist I can tell you that while the grammatical gender (also known as noun class; the use of the word 'gender' is unfortunate, you could just as well call masculine nouns 'noun class 1' and feminine nouns 'noun class 2', cf. languages such as Swahili that has 18 noun classes) can at first glance seem pointless, researchers in cognition and language have hypothesized that noun classes (grammatical gender) assist us in our organisation of our perceptions about the world through our language. It does serve some purpose, otherwise it wouldn't exist, it's just unclear at present exactly what that purpose is.
As for English, the modern language does not have noun classes. Old English had noun classes but these were gradually lost between the 11th and 14th centuries due to an erosion of inflectional endings and declensional classes.
I don't think it matters much either way whether you live in a place where the language has grammatical gender or not, natural gender is still reflected in language. English has natural gender in the 3d person singular pronoun and it has a gender difference inherent in the words actor/actress, girl/boy, the use of cursing and informal language by men and the use of descriptive adjectives, tag-questions, up-talk and colour terms by women - just some examples of the many we have in English. And then you have Japanese that has gender differences in the use of nouns, formality levels and sentence participles...
Like Finland, I live in an area where the language doesn't have a difference in gender on the 3rd person singular pronoun. We have our own version of 'hän'. However, that still makes no difference to the way people see me or talk about me. They might refer to me as 'hän' but I am still male to them, something that I hate and wish to change. And on the other hand even though the language does not have grammatical gender it still has natural gender (i.e. actor/actress diference) and men and women speak differently (using difference adjectives, manners of speaking, registers...) I could adopt a more female way of speaking and while I would get away with a certain level if I went too far I would open myself up to ridicule.
In every language you can signal your gender if you wish, it's just that some languages require a greater minimum level of signaling than others.