Well...it's complicated, for me. I was male in some contexts online from the very beginning; when I was 12, back in the Stone Age of the internet when parents weren't quite so terrified of leaving their children alone with it, I was hanging out in 'adult' chatrooms as a boy. And anywhere where my gender didn't matter, I just let myself be perceived as male, that being most people's default assumption when they meet me. My characters in online games were male.
But there were some online contexts - ones where I interacted with family or real life friends, and political activities where my real life experiences were relevant and I didn't feel like inventing an alternate life or excluding myself from discussions of feminism - where I took on a female identity. And my current online gaming is in a guild that I joined through my online political activity, so I was female there too. So I had to go through the 'coming out' and 'transitioning' process in those contexts (thank God WoW allows characters to have sex changes!) It actually felt really good to do that, though...now my online persona is the one part of me that isn't living a lie.