When the NPCs say "That guy asks way too many questions" are they referring to the Player? Because I play as a female. Isn't there one that says "that girl asks way too many questions"?

Its just one of the idle remarks, I don't think its really meant to refer to you in particular.

Not necessarily aimed at you. The NPCs have so many random bits of dialog in the Idle section that some of them make no sense.
Example, "I shouldn't have pushed so hard." Or one of my favourites, "The blue plates are nice, but the brown ones seem to last longer." Huh?

It could also be a little joke thrown in, since you do spend a lot of time asking everyone questions through the game

I'm also fond of the Altmer male's "I don't recall using teleportation, and yet there I was. Alone. Naked."

Interesting side note, some of the Idles for Tribunal/Bloodmoon do have Same six filters. But there doesn't seem to be any for the vanilla game.

If you wanted to, you could make it so "That guy asks way too many questions" is only heard if you're playing a male.

LoL Yes this is one of my faves too. I always thought it would be a good idea to build a mod around this. An evil wizard teleporting other magic users while they sleep and stealing some of their magic power... hehehe

Nah, I always play the same female character. I was just curious because sometimes I'll hear it after I've exited the dialogue box with an NPC after clicking on tons of their topics. And it makes me feel like I've asked them too much, which is cool, except I'm a female! argh oh well, I just pretend they're talking about someone else.