Tharizdun is a bit of an ink blot test. You see in it (for petty concepts such as gender don't really apply) what you will.

For the record, Gygax himself answered a host of questions about the dread deity at: http://ulmo.mux.net/greyhawk/tharizdun.html. Good stuff there from the original creator.

Temple of Tharizdun is a 1st edition module, by the way, though they're close enough that it's virtually pointless to distinguish. It's a great resource for the type of weird and strange atmosphere surrounding the type of place Tharizdun is associated with. Also good is G1 Hill Giant's Steading. There's some stuff in the basement there that's important. G3 also has a bit of good info, though it's largely inferred. D1,2,and 3 also have snippets of good stuff on some of his cultists.

Tharizdun is, largely, a Lovecraftian type entity, or at least an homage to one. It is what you make of it.