Gender Misdirection

Gender Misdirection happens when an unseen character is referred to by gender-neutral nouns and honorifics (Doctor, President, Judge), or also nouns generally associated with one specific gender, causing the viewers to assume the character is male when they are actually female or vice versa. The Reveal that they are the opposite sex is generally treated as a surprise by the other characters, and if the twist is done correctly by the writer the reader/viewer should have the same reaction.

This trope loses its subtlety in languages that have gendered definite and indefinite articles. The use of the character's name instead of pronouns is a major giveaway that this is the case. This is, however, also possible to subvert by using diminutives usually associated with one particular gender (Alex is usually a male short form, but it can also be for Alexandra. Sam can be a short form for Samantha).

See also Samus Is a Girl, which is the same but with a character who has appeared on screen prior to the reveal, and contrast with Gender Neutral Writing.

WARNING! There are unmarked Spoilers ahead. Beware.

Examples of Gender Misdirection include:

Anime & Manga

In Scrapped Princess, Mauser is referenced throughout the series either by name only or as "Lord God Mauser". Mauser's name even sounds like it would belong to a male. In the end, however, not only is Mauser revealed to be a woman, she looks like a twenty-something version of Pacifica!
In Bleach, the heroes talk about the rumored Kuukaku Shiba as a guy until they discover, err, proof of the contrary.
In Happy Yarou Wedding, Todou refers to Chiharu, Kazuki's tutor, as being a "substitute mother" to Kazuki. Yuuhi assumes he's a woman because of this ambiguity, but he ends up being a man.
In the One Piece fandom, Dadan was speculated to be a man, but eventually proved to be a woman. An ugly woman but still a woman.
Alluka from Hunter X Hunter. Turns out that the youngest brother is a girl. Not important to the story, but it had fans in an uproar.

Film

In Ghostbusters Gozer is assumed to be a man but appears in the form of a woman.

"I thought Gozer was a man."
"It's an ancient Sumerian deity, it's whatever it wants to be."

In The Avengers 1998, the head of the Ministry's codename is "Father"... but she's a woman.
Hitch has characters repeatedly referring to Allegra Cole's "best friend," Maggie, who is a designer. Everyone assumes Maggie to be a female, but when Albert finally meets "her," Maggie's a man.
Cube 2: Hypercube has many people looking for "Alex Trusk," who is only known by name, as a hacker. It turns out that "Alex" is Sasha, who has been in the hypercube with them the whole time.
Neville's dog in I Am Legend is referred to as "Sam" throughout until Neville yells out "Samantha" when she is injured and infected trying to protect him. The reveal makes the scene extra sad.

Live Action TV

During the first episodes of Prison Break, we learn that Lincoln was framed for killing the Vice-President's brother. Behind this conspiracy, there's a mysterious unseen and unidentified woman, only heard and usually seen doing seemingly household chores, who seems resolute to expedite Lincoln's execution. Later it runs out that she is the Vice-President.
During most of the first season of Alias, Sydney and SD-6 run up against an organization led by a mysterious character referred to as simply "The Man." In the season finale it is revealed that The Man was a woman... Irina.
In Lost, Danielle Rousseau abducts Sayid thinking he was one of those who had kidnapped her daughter. She questions him about her whereabout, but only refers to her as "Alex" and "child." The ambiguity of such nouns were conveyed onto the DVD set foreign subtitles that translate "child" as "son." In season two, we meet a girl who only later is revealed to be Alexandra, her long lost child.
In The X-Files this was planned for Mulder's new Mysterious Informant Mr. X (after Deep Throat is killed), an actress is even the one providing the silhouettes initially, but this was changed at the last minute.
Done In-Universe on The Commish, where Tony's new Number Two is a female but his wife doesn't realize that until she meets her, because Tony always refers to her as "Syd."
In the first Stargate SG-1 episode Captain Samantha Carter is intentionally referred to as Captain Sam Carter so that O'Neill can shoot his mouth off about having 'some new guy' added to his team as she walks in behind him.
Similarly on Las Vegas, famed Casino Host Samantha Marquez is referred to as "Sam," and thus assumed to be a man by Danny.
In an early episode of 30 Rock Jack sets up Liz with a friend of his named Thomas, who turns out to be a female named Gretchen Thomas. Jack thought Liz was a lesbian.
Averted: On the episode "All Mixed Up" of Cougar Town they do a similar thing with Jennifer Aniston's character who repeatedly brings up "Gabriel" while discussing Jules' son. Then it turns out Gabriel was her dog.
In one episode of How I Met Your Mother Marshall and Barney keep on telling Ted stories about a wild coworker named Jenkins. Jenkins is purported to have done many things, like telling bawdy stories, drinking heavily, and participating in eating contests. Since the show is narrated from Ted's point of view, the scenes involving Jenkins show an enthusiastic, overweight, and middle-aged man (presumably what Ted imagines Jenkins to look like). Of course, later on, Jenkins is revealed to be a young woman, and when Ted replays the scenes in his head with the real Jenkins, they take on an entirely different tone.
In the TV series The Avengers, Steed's boss, codenamed "Mother" (or some variations on "grandma" in translations), is a man in a wheelchair.

Literature

In the Malloreon, everyone just assumes Zandramas is male until Salmissra spills the beans.
The Quarters series by Tanya Huff often refers to minor or background characters by their occupation — "two guards," "a secretary" — a few lines before the gendered pronoun is used. The reader then realizes that the guard or secretary to which s/he had unthinkingly assigned the "conventional" gender is, in fact, just the opposite.
In The Lost Symbol, Langstron assumes that the head of the CIA's Office of Security, Inoue Sato, is a man before meeting her.
In Otherland by Tad Williams, Orlando Gardiner and Sam Fredericks only know each other through their online role-playing personas, which are both male. Later it is revealed that "Sam" is in fact a girl.

Video Games

In Metal Gear Solid we hear about Dr. Clark, who turned Gray Fox into the Cyborg Ninja. In Metal Gear Solid 4: Guns of the Patriots we discover that Dr. Clark is a woman, Para-Medic from Metal Gear Solid 3: Snake Eater.
In Mass Effect, you don't see "Jack", the deadly Subject Zero, until the end of the mission. You've heard a number of people in the nightmarish prison Purgatory refer to Jack in terror up until this point. When you release Subject Zero from the cryogenic cell the notorious criminal's been sealed in as a safety measure, most players were probably a little surprised to find that she's a small young woman in her twenties. Unless, of course, you followed the trailers diligently.
In Tekken 6, the character Leo seems to deliberately invoke this trope. (It's short for Eleonore/Eleonora)

Western Animation

In the Phineas and Ferb episode "Oil On Candace", Dr. Doofenshmirtz is awaiting a visit from his old evil science professor, "the mighty Dr. Gevaarlijk!" No pronouns are used to refer to Gevaarlijk before she appears, and she turns out to be a diminutive older lady.