First question first: how beautiful do I think Mana is...?
*thinks*
I think he is very damn beautiful, actually. In a very...
particular sort of way. I mean, he looks doll-like, also expressionless, but I don't find that offputting in any way. It's almost like he is a beautiful
object to be admired, rather than thought of
as a person. I don't mind putting it that way, because I think that is part of the image - I don't really think the audience/viewer is
supposed to connect with Mana as a person through his image, only through what is expressed in the music, with the image being carefully contrived to communicate exactly what Mana wants to communicate. And I think the doll-like, object-like quality is part of that image.
In terms of beauty, I could envy Mana... he doesn't have those looks that knock me out, for example, but rather I can think "I wish I was pretty like that". Good features/structure, nice petite figure, perfect makeup, elegant costumes... yeah, I could wish I looked like that. I don't find him particularly sexually attractive because his look is too feminine to attract me that way, even though I know he's a guy; as a straight female I prefer my guys just a tad more manly!
Your second question... what did I think when I saw that Mana was a male...?
To answer your question perfectly honestly, is not very useful I'm afraid, because I genuinely can't remember when and how I knew that Mana (indeed, all the members of Malice Mizer) were men. :sorry: They were the first j-rock band I stumbled upon, and I read about them on this page:
http://www.projectj.net/malice.htm
and I have a feeling that, from that write-up, I was aware from the very start that they were all male. (Well - reading down the page - it does mention "cross-dressing", so yeah, I must have known from then on.) If you read that write-up on Project J, that was my intro to j-rock!
I read down the page, thought "this band sounds interesting!" and came across the Syunikiss link at the bottom. I listened and was instantly hooked. In all honesty I can't for the life of me remember whether I was interested or intrigued by the looks of the band, or whether it was just the write-up that interested me - I have a feeling it was the latter.
So yeah, finding out that Mana was male was no big deal for me. As far as I remember I took it in my stride.
I can afford maximum 2 lives in Europe mainland each year... 
and the German reporter is very disturbing
