Homo Sapiens would have 'began' as a series of (or more properly a matrix or manifold of) mutations of 'another species'. Therefore male and female had been established long before.
I do not think it is proper to think of humans as having a specific 'beginning'. Each one of us is in essence a mutation of each of our parents. This means we are the progenitors of the next 'species' even now.
I also do not think of 'species' as an actual delineation of living things. It's a useful, logical, scientific term, yes. However, I believe the delineation to be arbitrary at some level (necessarily so) if I understand the process of evolution and genetics correctly, that is.
From what I understand the difference between one species and the next is shockingly slight at the genetic level. Especially between two different ape species, for example. So, when we consider our origin it isn't even proper to think of it as 'another species' considering an unbroken genetic line.
Anyway, plenty of males and females (and likely a percentage of in-between) before there were plenty if humans. There should not have ever been one 'human' or even just two. What we are now has been and continues to be a gradual process among an already populous 'species'.