Which episode of Shugo Chara do they reveal real gender?

There is no episode of Shugo Chara where Amu Hinamori's real gender is revealed. This is because Amu is a girl throughout the entire anime and manga series.

There was a lot of speculation about Amu's gender early on in the series, largely due to her tomboyish appearance and initial lack of interest in traditionally "girly" things. However, her gender is never actually questioned within the story itself.

Perhaps you are thinking of a different anime? If you could provide more context or details, I might be able to help you figure out which show you're thinking of.