Hello and welcome to the forums!
It's so exciting you've decided to be a budgie parent, and you couldn't have come to a better place for research and advice.
When looking for a budgie, it's better to get a young one. Look for bars on its head that go down to it's cere (they may be faint if the budgie is a mutation other than normal, which includes spangle, opaline, etc. or missing altogether if the bird is lutino, albino, double factor spangle, etc.) and no visible irises, as well as an immature cere colour. Young budgies tend to be easier to tame, as well as the most impressionable.
A healthy bird has organized, clean, slightly glossy feathers, wide bright eyes with no discharge, and a smooth, clean cere. The beak should be slightly shiny with no crusty spots or damage. The feet and legs should be supple and clean, with no crusty overgrowths. All toes should be intact and look for lines on the tail feathers. If you see faint black lines on the tail feathers, this could indicate stress.
The wings should be held close to the body, not loose, and make sure you see them walk around a fair bit to make sure their legs are in good condition.
The budgie you choose should be alert and interacting with its peers, make sure it looks interested in it's surroundings and isn't just sitting fluffed up somewhere.
Curious, happy birds make good companions
As for male and female, males have a smooth, shiny, pink or purplish cere which will turn to dark blue when they mature. Females have a smooth, chalky whitish or pale blue cere.
I can say that budgies all have different personalities which is generally nonreliant on their gender. My female is the sweetest thing, she is very closely bonded to me and not aggressive at all.
However, females tend to get much moodier when they are in condition, and although it really doesn't make a huge difference, they could get more aggressive during this time.
Of course, if you can, purchase your companion from a reputable breeder, and then you can ask them to be sure that the bird is young, healthy, meet the parents, and tell the gender, as a general rule.
I hope this helps! Please keep us posted on what you decide, we'd love to see pictures of the little one/s when you get him!
Oh, and yes, single budgies are fine alone, as long as you give them proper attention during the day, in case you were wondering.
There's lots of resources on here concerning cages, diet, and general health that are good, too! If you have any more questions, please do ask, as we'd love to help!
It's lovely to have you with us, hope to see you around the forums