Short answer: we don’t know!
Longer answer: Some animals, like mammals, have different sex chromosomes that mostly determine sex from the moment of conception. In humans, a type X egg usually pairs up with a type X or type Y sperm, and then you get either an XX human (female) or XY human (male). There are other possibilities, but these are the most common. There are a few things that can make it so the baby has different features or organs than you would expect from XX or XY chromosomes, but most of the time, the sex matches the chromosomes.
In other animals, like turtles, there’s no X or Y types of eggs or sperm. The eggs usually have to get fertilized to begin development (some reptiles can skip this step, because biology is a crazy thing sometimes). Even though the eggs are fertilized and have begun development, the little critter inside the egg isn’t male or female yet. That means something else has to happen that signals the little critter to start developing male reproductive parts or female ones. We know that temperature is a big part of it, and we know that temperature can only affect sex for a certain period of time before the sex is “set” and can’t be changed. We don’t know WHY temperature is the main factor for turtles, though, and we don’t know how it makes the embryos develop one away or another. We also know that other things can increase the chances of the turtle embryo being male or female, because we’ve tested developing eggs by adding hormones to see what happens. High temperatures and female hormones make more female turtles, but we can’t say why yet. It’s a mystery that remains to be solved.
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