I think you get to pick even or uneven yourself if you're don't identify as male or female and you can have a new CPR if you change gender.
There is some interesting details that may require you to change your name, if you want the last digit changed. That means if you're name is Kurt, you can't have a CPR number ending in an even number, because Kurt is only an approved name for men. If your name is Kim, Storm, Charlie, Orla, Lykke or some other unisex name it's not a problem.