My parsing of it is "Katy Dee", which seems much more likely to be a nickname for a female (short name + initial) than any other option (Man named "Katy", parsing as "K.T.D." or "K @ ydee", etc.). I find it hard to believe that the name wasn't chosen with the knowledge that many users would take it as a female presentation.

So, misleading to me, at least. Not necessarily deceptive (and even if you did choose it with the expectation of misleading, it's not harmfully deceptive). Your gender doesn't matter very much here, so this particular confusion is pretty harmless.

Should you change it? Only if it bothers you. It probably affects how some people react to your posts - you'll get a different reaction on some topics, and probably a slightly different karma profile as a man than as a woman. That has good and bad elements to it, and it's your choice whether good outweighs bad.