Most of the animals in Ursula Vernon's Digger, including the main character, have no Tertiary Sexual Characteristics the way most furry characters would. This, combined with absolutely no one bar the hyenas having gender issues, leads a lot of first-time readers to assume Digger is male until someone lets slip a third person pronoun.
During the infamous Schedule Slip of Avalon, a debate built up on the forums as to whom Ceilidh would end up with. The most popular answers were "no one" and "Phoebe", with Joe (whom she had already dated) a close third. One forumite, however, found the latter two unlikely and the foremost cruel, so he put his chips down for the yearbook committee chair, Pasquale...not realizing "he" was every bit as female as Phoebe, with less sexual ambiguity. (By the way, answer: Phoebe.)
Housepets! invoked this intentionally with Grape, setting up for an early gender reveal. The confusion of the readers was shared by Peanut and Max.
During her first appearance, the female jäger Jenka's gender was more ambiguous — most notably her Breast Plate was much less pronounced and she was less attractive than the recently-introduced Bishōnen jäger Maxim. Later it became more obvious.
There's also BifauxnenGrantz, Baron Wulfenbach's monster hunter. Honestly, if you don't pay attention to the pronouns used, it's quite easy to mistake her for a hulking guy.
Even with the pronouns, confusion can happen-at one point Gil refers to Grantz as "he".
When Aylee first appeared in Sluggy Freelance, she had no visible gender and was even referred to as "it" by other characters. Since her species reproduces face-hugger style, it seemed reasonable to assume they didn't have males and females. However, once she started working as Torg's secretary, everyone started referring to her as a "she" (though whether she was actually biologically female or just self-identified as such is unclear). Most of the forms she's taken have also had no discernible sex characteristics, creating the potential for this trope at many different points in the series. Her current form, however, closely resembles a human female, even down to the "naughty parts".
Similar to Digger — Sweetheart from Skin Horse, being a female, (mostly) non-anthropomorphized dog (one who's a genetically-altered, talking killing machine)
In the first few strips, Tip himself qualifies, until it's made pretty clear that he's male.
HERO. Yes, that's a dude. And Ganymar. And pretty much anyone not wearing a dress or with visible breasts.
Mannish woman: Uh, I know men like to look at breasts and all, but could you stop staring? Mine aren't even that big. Jhim: They're larger than what I'm used to.
Abel and Mink from Dan and Mab's Furry Adventures . Both male, for the record... at least we think Mink is male, since he doesn't wear a shirt and is flat-chested. Amber's drawing style tends to make male characters look a bit feminine, and it doesn't help that both Abel and Mink habitually wear skirts. Mink's effeminacy may be deliberate, however, since he is laden with feminine Tertiary Sexual Characteristics (long hair, pink and purple colour scheme, long eyelashes, jewelry, skirt).
Mink's Color Scheme is stated to be a clan Qurik. All members of his clan are pastel colored in their natural forms regardless of gender. Cubi are also shapeshifters which complicates guessing. Mink also has rather girly mannerisms. Look at him playing with his head tentacles in this comic, for instance. Also, nobody in the comic has used a third-person pronoun to refer to Mink. Mink doesn't even know what gender they are — Link
The Author Avatar from Awkward Zombie can be rather... confusing at first. Skinny and flat, wears a baseball cap, and, when representing characters with Purely Aesthetic Gender, is usually drawn in the male character's outfit. Long-haired, yes, but that's about it as far as visual femininity. Looking closely at the copyright signature on the sidebar, however, should clear things up—given that not many men are named "Katie." The author is just a Gamer Chick. However her avatar later got short-haired, which will probably cause more confusion down the line.
Played with regarding her boyfriend Norrin, who is usually depicted in a masculine version of the girl's clothing but hardly ambiguous due to his Perma Stubble.
Wiglaf. See the first comic for example. Although as the comic progresses he becomes more clearly male.
And Driver. Even Wiglaf couldn't tell she was, in fact, a girl when they first met. Mordred cleared that up. In fact, the page even shares it's name with this trope.  Driver however could easily tell that Wiglaf was male. Also, word-of-god has stated that she does have a very masculine voice, adding to people's confusion.
Soli from The Meek has caused at least one case of gender confusion in-universe, and many more out-of. Unlike the characters, however, the readers should know Soli's gender after a quick trip to the cast page. Readers asking whether Soli is a man or a woman has actually become something of a sorespot for the author, eventually causing them to put their foot down.
Last Res0rt gets this more than it should ( you really think all the boobs would help) — folks repeatedly think Jigsaw and Veled are male, at least until they get a load of Jigsaw in that dress. Word of God blames it on a "feminist" art style that doesn't go straight for the high heels, Stripperific outfits and Gag Boobs like most comic books do. (She is, however, starting to give the girls some serious eyelashes to help make up for it.)
The main character from Chaos Life is actually female, which was revealed in the FAQ section, and it surprised a lot of viewers. However, her gender is "agender" - meaning she doesn't care if people perceive her as her/him, she/he or just "they" - as she puts it "I'm just me" and they aren't offended or embarrassed by whatever gender people label them.
The cat from Living with Insanity is female, but it's hard to tell since Salvi draws it in a mangy style, to the point where when it was revealed she loved a tom before the strip began, a few fans thought she was gay until Word of God cleared it up.
In the introductory comic of El Goonish Shive, Elliot states that yes, Tedd is a guy. People were left guessing at Noah for a while.
Still occasionally happens to Tedd, since he sometimes switches genders without fanfare. This has lead to an in-comic (though non-continuity) rant.
To the Peregrine Mendicant at first. She was intended to be a guy at the start, but then a few people wondered if she was actually a girl. Hussie saw the theories and basically went "Well sure, why not?" He then officially made PM a girl. Most new readers still assume she's male until they get to the part where she's referred to as a "Miss".
Also to Kanaya Maryam (grimAuxiliatrix), as nobody saw what she looked like at first, we only had her text to go by. Some people still thought she was a very girly guy even after seeing what she looks like.
Newbies to the comic have confused Terezi Pyrope for a guy, partly because her normal sprite doesn't look all that feminine.