For Western audiences, Epona being a girl wasn't a surprise. Rhoannon is a girl's name.
Skills can physical affect those who have them; though only the girls are shown to have these effects. Tart has a large bosom, which helps with adding weight and momentum to her thrusts with spearmanship. Dia has the hereditary skill of Age Resistance; it kicks it once she develops as a woman.
Lugh is the name of a prominent deity in Irish mythology, a member of the supernatural race known as the Tuatha Dé Danann. As represented in the lead character, Lugh Tuatha De.