When i see pictures i see a male most of the time, but then i hear him/her/it talk like female.
And now i am confused lol

He's a Daedric Prince. He's a male kind of...?

I believe Daedra don't have an innate six, they simply choose to appear in one form or another for the sake of PR. So some Daedra are simply depicted as one six more often than the other.

' Though typically depicted as male, Boethiah is occasionally referred to as female^{http://www.uesp.net/wiki/Lore:Boethiah#cite_note-4}, though such distinctions are irrelevant among the Daedric princes.'

http://www.uesp.net/wiki/Lore:Boethiah

Male or female doesn't apply to Daedric Princes. Which why they are all referred to as "Prince" despite some of them always appearing as female. Some appear always male, some always female, some, like Boethiah, take male or female form depending on the situation or the person they communicate with. And Hermaeus Mora doesn't take a human form at all, but a http://www.uesp.net/wiki/File:OB-Img-ShrineofHermaeusMora.JPG.

Correct. The Daedra are referred to as 'Princes' for this reason as well - they may be depicted as female, but that doesn't make them female. The same applies for them being male.
According to UESP: 'Although Daedric Princes may assume the form of a female, they have no inherent gender, so they may all sometimes be referred to as Princes'

They will take whichever form suits their interaction with mortals. Actual gender might suit some them who are comfortable with the concept, but it means about as much as good and evil. Gender is required for procreation, so is in a way part of Lorkhan's plan. The Daedra, being Et'Ada, were what they are before the concept was envisioned, so assumed it if it coincided with a part of their nature, just as they had no inherent good and evil until there were mortals to interact with, good and evil only referring to those interactions, not to their actual natures.

Hmmmm, i forgot about the fact that daedra are neither male or female.
Now my mind is not a mess anymore, thanks!

She has no specific gender, he...like any other Daedra may appear as male or female. Her followers very much tell you this when they list all the names he goes by. In Skyrim however Boethiah is presented as a female.

Daedric Princes don't truly have a gender. Boethiah does deliberately embrace aesthetic values of both sixes though. Much like, say, Desire, of the Endless from Vertigo's Sandman books.

If I remember correctly Molag-Bal describes her as "she" during his quest. It must also be confusing for the other daedric princes keeping up with whatever gender they're fellow daedra are.

Molag-Bal: Tell Boethiah that she can go and-
Cultist: He, my lord.
Molag-Bal: She's a he now?
Cultist: Yes she is.

If I remember correctly Daedras don't reall have a gender, and they simply choose how they want to appear, and what form they want to take.