Near the beginning of the story, when Nick and Bill first meet up at the cabin, they look out over the lake and talk about the storm that is about to come, personifying it in the process:
The wind was blowing straight down the lake. They could see the surf along Ten Mile point.
“She’s blowing,” Nick said.
“She’ll blow like that for three days,” Bill said.
Here, Nick and Bill both personify the storm (the titular “three-day blow”) that is about to hit Northern Michigan where they’re staying, referring to it as a “she.” While there is a history of gendering weather—the United States only gave storms female names for the first 25 years of that practice—there is a deeper significance to this particular personification.
As becomes clear over the course of the story, Nick is dealing with a broken heart. He still loves his ex-girlfriend Marjorie and wants to get back together, seeking to settle down and build a life with her. In this way, the fact that the storm is gendered female links the destructive weather event to the woman who is causing Nick pain. It is only when Nick feels hope about the possibility of getting back together with Marjorie that he also feels optimistic about the effects of the storm—as Hemingway writes, “the Marge business was no longer so tragic" because “the wind blew everything like that away.”