I thought I was supposed to say "An exam," not repeat back "Un Examine." Ooof!
Un is masculine. Una is feminine. Unlike English, Spanish has 'grammatical gender' for all nouns, which means every noun is either masculine or feminine. Conveniently, a lot of feminine nouns in Spanish end in 'a' so that's a good hint, but there are exceptions (la leche). Notice a lot of the person/family words distinguish between male and female the same way (hija/hijo, niña/niño etc).