I thought that all fetuses started female, but I'm starting to question that fact which I learned in Biology.?

All fetuses start development as the same sex. At a later time period that I do not know specifically(and I wouldn't want to give u inaccurate information) the sex of the individual develops. An example of this is nipples in humans. Both sexes develop nipples but in males I believe 1 of the few genes on the Y chromosome inhibits further breast development. I encourage you to research the topic yourself further if you are really interested in it because nothing should ever be taken at face value, hope this helps!