Gender confusion

I am, to get straight to the point, really confused about gender. Not necessarily my gender, but just the while concept of gender. If it's not what's between our legs and on our chests, then what is it? A made-up concept that defines so much of us? I am aware that there are psychological and physical differences between females and males, but that's sex, not gender.

Ps: This is intended as a question and a discussion opener, and I'd love to hear your thoughts on this. Only - please be reasonable, non-aggressive, and open to discussion, and I will do the same.