Essentially, the way it goes is that the Professor was and always had been male, but during the lead-up to the regeneration from the 99th Professor to the 100th, the BBC were running a big teaser-style "wait till you see what's we're going to do to mark the Big Significant Number" build-up-the-anticipation promotion/hype campaign. Then, when the 100th Professor first woke up after the regeneration, she was Rose.

And the whole of her reaction, when she noticed the change, appears to have been to say "Okay. That's different." and take it entirely in stride, carrying on completely as normal. (Or as normal as things ever are after a regeneration, anyway.)