Sorry, for the stupid question: is mys masculine or feminine? I thought most word finishing with a consonant are masculine.
Myš is feminine. Myš, gen. myši as kost, gen. kosti.
Such a rule does not exist. There are several declination types for each gender:
Masculine: pán, hrad, muž, stroj, předseda, soudce
Feminine: žena, růže, píseň, kost
Neuter: město, moře, kuře, stavení
As you can see, there is no consonant/vowel ending rule. You have to remember the gender of each word (or the declination).
You're not crazy...! One of my textbooks notes that "Nouns ending in a consonant are VERY LIKELY to be masculine" and "Nouns ending in A are USUALLY feminine." IMO, statements like these are presented to the learner as clues as to gender, but definitely not as absolute rules. So they can be helpful... and they can also muddy the waters a bit, as I know from personal experience!
There is some truth in it. That's why the joke can work in a song "Žil jednou jeden myš a te měl v domě skrýš..." invented originally by a schoolboy. It is intentionally ungrammatical, bucause we have a different word for a male mouse.
I'm sorry, but in the hearing exercise I heard "Ta myši je malá". I don't know whether this comes from the j after the mouse or what else. It's even grammatically incorrect. But I heard it.