You don't have to know. At my baby shower, I didn't even know the the sex of bubs. We played lots of party games, and had afternoon tea, but we didn't buy anything special ourselves except for prizes (Crazy Clarks had some great things cheap we could use). With regards to gifts, all the baby clothes were unisex (white, yellow, green), I got given toys like a mobile or a rattle, and also lots of stuff like nappies & wipes.
Everybody had a great afternoon, and when DD was born she could use everything.