There are five races in Final Fantasy XI. Of these five races the Hume are the only race which can do all jobs equally well. Each of the other 4 races lean towards specific job types.
It is important to pick the race suited to the character you wish to develop as your race base stats are the only constant throughout your characters life. Different jobs will change your overall HP, MP and other statistics. Your race however provides the base modifiers to these.
Female Only Rogue Class Adepts
Male Only Defensive Melee Combat Adepts
Male & Female Balanced For All Jobs
Male & Female Magic Adepts
Male & Female Offensive Melee Combat Adepts