One of the ways Aveline uses her gender to her advantage is by changing "personas" on the fly in the dressing rooms found around New Orleans and other locales.
Each persona comes with different abilities. The Assassin has a full set of armor, and is the most proficient in combat and generally parkouring around the environment.
The Slave puts on rags, losing the armor and most of the gear that the Assassin uses, but gaining the ability to more easily blend into crowds and go unnoticed in crowded areas.
The Lady keeps some items, like the hidden blades, but has no armor and can't run or climb. She can, however, charm and bribe her foes, and people in general are more receptive to Aveline when she's dolled up in her finery.
Some missions will require you to switch between them to complete different objectives, while others will leave it up to you to decide which persona is best. The personas system goes beyond anything in past Assassin's Creed games and adds a truly unique facet to the gameplay.