I.e. versus e.g., my teachers use both when she/he is giving us examples, what is the difference? or is there no difference at all?

If I understand your question:

both refer you two might be two are male/female doesn't matter.

both word refers COMMON gender.

I don't see any difference.

They are both Latin abbreviations that we have transferred into English.

• E.g. stands for "exempli gratia", which means "for example".

• I.e. stands for "id est", which translates to "in other words".

They have seemingly very similar meanings, but they are used in different circumstances.

• E.g. is used to list examples, and is broad.
  #rarr# She likes to eat at restaurants (e.g. Ruby Tuesdays, McDonalds) on Saturday night.

• I.e. clarifies and narrows down.
  #rarr# She likes to eat at a restaurant (i.e. Ruby Tuesdays or McDonalds) on Saturday night.

These two sentences seem almost exactly the same. The first sentence however, tells some of the restaurants she enjoys eating at, and the second tells you that she enjoys eating at only two specific restaurants.

#rarr# E.g. gives one or more possibilities
#rarr# I.e. gives specifics

These are the articles I used to help me understand this subject:
Grammarly article
Grammar Girl article