Not the person your asking but I'll give it a go.
I am a man. I'm male. That's my sex. It always has been my sex, it always will be my sex. It is immutable.
Because I'm a man, there are certain gender** stereotypes about me. I like football, I like action movies, I like meat and beer and roughhousing. I hate shopping and flowers. The moment I get a wife I'll completely ditch my family for hers.
They're all a load of bollocks. Well, some of them are true. I do have an unhealthy relationship with bacon. I like a pint. I like some action movies, usually if there's a spaceship in then, but I also quite enjoy a romantic comedy (also improved by spaceships). But I absolutely loathe football, and "banter" and hated it when people wanted to play wrestling in school. I had a really good relationship with my Mum while she was alive, even after I had a wife and kids of my own. I quite enjoy a wonder round the shops.
Gender stereotypes are just that, stereotypes. Yes, you're more inclined to like football if you're a bloke, but that doesn't mean that all blokes like football.
Gender disappointment is built around those stereotypes. Its a fear that they're not going to be able to do certain stuff with their kids because they're the wrong sex, that they won't bond with them, won't be able to connect with them because they won't want to do the same stuff as them.
And it's bollocks. Me and my Dad have a crap relationship partially because we have absolutely fuck all in common. I'm sure he was disappointed that I never wanted a kick about in the park with him, that I had no interest in surfing, or skateboarding etc. I'm sure he loathed the fact that I'd rather watch Corrie with Mum than Rambo with him. But that's nothing to do with gender, it's just about who we are as people.
I think a certain amount of hoping you get a boy or a girl is normal, but actually letting it get you down when you don't get the sex you want isn't a good thing. You're not having a set of tickboxes of gender stereotypes, you're having a baby, a person, and trying to build a good relationship with that person is the same no matter what sex they are.
**or sex if you prefer, I consider the two words pretty much interchangeable