Lenny on Legend

I've only seen the first episode of this new superheroes show called Legion, but I think it is amazing. I mean, it could still have a disappointing plot, the amazingness could be confined to its looks, but I am committed to finding out.

There's a detail I'm puzzled about: Lenny is played by Aubrey Plaza, so at first I thought she was a woman who just doesn't do anything feminine with her presentation of self, but later I started to think that Lenny is trans. Lenny says something about girls, and Plaza's delivery of the line sounds like Lenny does not think the category "girls" includes him. But another character refers to Lenny as "the girl" and David, the main character and Lenny's friend, doesn't correct him. I didn't notice whether David ever refers to Lenny with a pronoun. I'm tempted to rewatch the first episode to see if I can clear this up, but I also want to plow ahead. Do you know whether Lenny is trans?