Trivia: In the scene after Hiccup finally gets Toothless' new tail fin to work, and the two are relaxing after they fly through the fire ball, the two are greeted by a group of tiny dragons. This little dragon was actually what Toothless was originally going to be, as he was in the book, until they changed him to a dragon big enough for Hiccup to ride to suit the movie. (00:46:15)
Trivia: Before Toothless brings Hiccup and Astrid to the dragon's nest, we get several shots of other dragons. Pay attention to one shot of a Monstrous Nightmare; it can be seen holding Gloria, the hippo from Madagascar. (Confirmed on the DVD's commentary.). (00:56:50)
Chosen answer: It is never mentioned. but Astrid only used the term queen as a reference to ants' or bees' hive minds, so as it's referred to as a he every other time, we can assume it's male.
MasterOfAll
Well this was answered in the second film by Hiccup's mother. "Every nest has its Queen... but this is their king!" when she refers to the Alpha, which is a bigger and different dragon than the one in the first film. In this context, the dragon in Part 1 is a Queen, therefore female.
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