If you don't recognize the importance of the choice, then the choice isn't really there for you, but for people like myself who really like control over the context of the situation, it's an essential part of dictating the angle of the main character. For myself, I pick "futa," and I wouldn't call it even close to the other three. I have friends that really like the femboy option, and there are others that have shown appreciation for the transgender option. Despite all of that, "intersex", the one the fewest people talk about is probably the canon choice based on the original art and design of the blonde girl often dubbed "Futanari-Sama", (yeah I know, she's called Futanari-sama but is likely intersex.)
If all four of these just sound the same to you, again, this choice probably wasn't put in the game for you, and you can ignore it.