Well, maybe. Because the character's origins remain shrouded in mystery, there is nothing in the comics that explicitly confirms that she was born a woman. Exiles, an X-men spin-off that explored alternate realities, introduced Mystiq, a male version of Mystique. In his own world, Mystiq had fallen in love with, and married, Destiny, and the pair even had a child. However, both mother and child died before the character's introduction of the team. Other universes have featured male versions of the character with little to no explanation. It is possible to assume that it is simply a case of Mystique being born as a man in those worlds. However, another interpretation is that the female appearance Mystique constantly reverts back to is actually one that she chose at some point in her life. While she may identify as a woman, and always returns to this as her 'natural' form, this may in fact be because she uses her mutant power so that she can appear as the gender of her choice.