When I had my straight run, they all hopped around and tried to spar - chest bumping, flapping around. They didn't do any damage to each other, and it got them some exercise, and I found it pretty amusing. I think it's just them all attempting to be "chickeny" and making some semblance of a pecking order (though mine -40 of them - didn't really seem to have much luck making an obvious order, they just gave it a whirl and then would rest).
You can process male or female at 4 weeks for game hen size - it's not really "hens" sold, it's more of a weight class. Either gender will do just fine.