It's not wrong. It's just impossible. If you are born something, you can't choose to become something else. For example if you are human, you can't choose to become a cow. Some people think that they can choose their gender because gender, according to them, is a social construction, not a natural fact. Their argument is that there are many cases of ambiguity (for example someone with two Y chromosomes). Therefore, they say, the categories "men" and "women" are only abstractions (i.e. social constructions), since they don't fit the variety we see in nature. However, this argument is not valid. It's a logical fallacy called the "continuum fallacy" : https://en.wikipedia.org/wiki/Continuum_fallacy