Origin of the evolution of the sexes?

I know how evolution works, I just finished my first year of college majoring in it, but it still beats me how gender originated - I understand that natural selection would favor the offspring of two parents of different sexes because of mixing genes and other things, but I think too much would have to happen at the same time for gender to spark - a male of a species (or something similar to a male) could be born through mutation, but wouldnt something female-like have to be born at the same time and then mate with the male for it even to matter? Maybe I'm missing something. Any ideas?