It's great to hear you like Cove already! The pronouns you choose don't change anything in Step 1, since they're so young none of them really think much about it. But in later Steps there are acknowledgements and differences based on whether you're a guy, gal, or non-binary. The changes don't have a huge impact on the story or relationship, but they do exist and alter how some situations go.
Thank you very much for the kind words and support <3!