In James Baxter the Horse BMO says "Oh BMO how did you get so pregnant? who is the mother? who is the father?" which leads me to question if BMO is a boy or girl.. Obviously he/she would have to be a female to get pregnant (much less refer to it) but Jake and Finn refer to him/her as "he"
Also when BMo talks he/she sounds like a girl. So is BMO a boy or girl or what?