Dan is used just for men, but you could use Dani (it's short for Danielle, the female version of Daniel).

For me, at least, the name "Dan" seems to be a male name only, short for "Daniel," although I suppose it could also be short for "Danielle," which is a female name. You can choose whatever you want, but at least in the USA, people would most likely think "male" first when they hear the name. If you don't mind the initial confusion, it's no problem.

Why do you like the name "Dan"?

Not to me, it doesn't! "Danielle" is fine; I've seen the same name spelled "Danyel." There is a female racecar driver named "Danica Patrick" but I've never heard of anyone else named "Danica."