**Note: None of what I say is meant to come off in a rude manner. I am simply trying to explain the concept of there being multiple genders to you!
Before I continue, let me mention that I identify as agender, which is outside of the gender binary of male and female. This will be further discussed below.
Let’s first discuss the difference between sex and gender. I will be mentioning intersex people as I myself am not intersex and thus don’t feel that I am qualified to mention that, though it is important to acknowledge their existence. Historically, sex and gender have been used interchangeably. However, as times change, so do the meaning of words. Sex refers to the physical or biological characteristics that differentiate men and women such as a penis versus a vulva. Gender emphasizes the social and cultural differences between sexes. After assigning sex to a newborn, often the baby’s gender is then a given. Boy or girl.
However, gender has dimensions. Body, identity, and expression.
Body: our body, our experience of our own body, how society genders bodies, and how others interact with us based on our body.
Identity: our deeply held, internal sense of self as male, female, a blend of both, or neither; who we internally know ourselves to be.
Expression: how we present our gender in the world and how society, culture, community, and family perceive, interact with, and try to shape our gender. Gender expression is also related to gender roles and how society uses those roles to try to enforce conformity to current gender norms.
Here’s a picture of the gender spectrum that may help to understand it better:
I can’t explain all of it in the bit of time I’ve got to write this answer, but i can point you to a few links that may help in understanding that some believe in more than just male or female.
I find GenderSpectrum to be a good resource for things like this.
Science Says There Are More Than Two Genders
How Science Is Helping Us Understand Gender
Between the (Gender) Lines: the Science of Transgender Identity – Science in the News
That’s all I’ve got to say for now, but it’s important to know that those who identify out of the gender binary want others to respect our gender identities even if it is a difficult concept to understand.