Hello Aud, great question. As you did in your question, you could always use the singular "they" as a pronoun for any being whose gender you are not sure of. For example, "The dragonfly circled my head so many times I began to think they were trying to tell me something." Or, you can choose to assign a gender according to the feeling you get from them. It's up to you. Hope that helps.

I got it, thank you Peter!

We normally only refer to gender when we know the animal and have generated some kind of affiliation with it. E.g. Owner's connection with a pet o a zookeeper's connection with a zoo animal.