"Which animal is this" sounds a little more natural to me, but they both should probably be accepted.
I agree with zeebo7. It sounds unnatural and it isn't how most people would phrase it. That's probably why it was marked wrong.
'What sort of animal is this' was my answer:-) Marked wrong! The question doesn't make sense, otherwise, does it?
Maybe it does? Suppose I owned six nearly-identical collie dogs and showed you a photo of one of them, then you might ask me "which animal is this?"
If talking about objects :इन में से क्या एक जानवर है... If talking about people (comparing their nature as wild / coarse as an animal) इन में से कौन जानवर है
"Which" is fine as a literal translation, but at least to my American ears sounds quite odd. "What" sounds much more natural.
How do you know the gender? Feminine and masculine have different words to put in place, but without the gender, how do you solve it? This sentence hides the gender from us.
In this sentence there is no such indication. Examples : mera - man , meri - woman konsa - man, konsi - woman Without knowing the gender, how do we know which word is correct?
Unfortunately, there is no way to identify if a word is masculine or feminine just by looking at it. You just get the hang of it as you become more familiar with the word through exposure to the language.
That said, you can keep certain thumb rules in mind - words ending in ा are generally masculine, words ending in ी are generally feminine, collective nouns are often masculine, abstract nouns are often feminine, words denoting strength and power are generally masculine, those denoting beauty and grace are generally feminine etc.
However, gender is informed as much by etymology and historical usage as by these factors so these thumb rules are not foolproof. For example, both चिड़िया and पक्षी mean 'bird' but चिड़िया is feminine and पक्षी is masculine though their endings lead us to believe otherwise.