I'm linking to this very thorough but also entertaining article on gendered pronouns by Gretchen McCulloch (thanks to John, who sent me the link).
English speakers learning a foreign language for the first time often find the concept of gender confusing (and ask such questions as 'how can a table be feminine?'). However, English once did have genders - Old English or Anglo-Saxon had three. Going much much further back to English's ultimate ancestor (and that of other Indo-European languages), Proto-Indo-European, it is believed that there were two classes of nouns (and that's what grammatical gender is - a class of nouns) - animate and inanimate.
One of the confusions is that the word gender has two different senses: one is grammatical gender (ie a word is le or la in French, say, or masculine or feminine) - and this is the older sense - and the other is natural gender, whether people and animals are male or female.
Despite the fact that English has dispensed with noun gender and just has one definite article, one indefinite article, adjectives don't reflect gender and so on, in English singular third person pronouns (he/she, his/her etc) do reflect gender. In French, on the other hand, a language with two grammatical genders, sa maison could mean his house or her house and son frère could mean his brother or her brother - sa is feminine, but that's because of maison, and son is masculine, but that's because of frère.
And there are plenty of languages more complicated than English and French! See the full article here.