I think it's interesting we see this exchange from Alicent and Rhaenyra:
ALICENT: You're worried your father is about to overshadow you with a son.
RHAENYRA: I only worry for my mother. I hope for my father that he gets a son. As long as I can recall, it's all he's wanted.
And then in the next scene we hear from Aemma:
AEMMA: Rhaenyra has already declared that she is to have a sister. VISERYS: Really?
AEMMA: She even named her.
VISERYS: Dare I ask?
AEMMA: Visenya. She chose a dragon's egg for the cradle that she said reminded her of Vhagar.
At first I thought that Rhaenyra was hiding her true desire from Alicent for us to hear the truth from her mother. And if it were just that- no shade AT ALL. I mean, why not have ambition? Why not want to be heir? Why not want to rule?
But I do think that Rhaenyra's emotions about being heir are more related to being loved and being valued by her parents. Her entire life she has not been enough- she has seen her mother go through all of these tragic stillbirths as a child and of course she would come to the conclusion that her mother's pain and her father's insistence on a son means that she is not enough. So there is already some resentment about the idea of a brother. But I don't think it's so much that, as Alicent says, she is frightened of the son overshadowing her. It is more that she is hurt that the pursuit of a male heir has been overshadowing her for her entire life.
I do believe her when she said that she hopes her father gets a son though- even though it hurts her, she would be happy for him I think. And it would be a relief that this painful pursuit of a male heir would be over for her mother. But then why does she declare that she is to have a sister?
I think that maybe it is to make Aemma feel less stressed honestly. We see how upset Aemma is when she talks to Viserys about the pressure she is under to produce a male heir:
AEMMA: The tourney to celebrate the firstborn son that we presently do not have. You do understand nothing will cause the babe to grow a cock if it does not already possess one?
And then after he tells her his dream again:
AEMMA: Born wearing a crown? Gods spare me, birth is unpleasant enough as it is. This is the last time, Viserys. I've lost one babe in the cradle, had two stillbirths, and two pregnancies ended well before their term. That's five in twice as many years. I know it is my duty to provide you an heir, and I'm sorry if I have failed you in that. I am. But I've mourned all the dead children I can.
This is so heartbreaking. Aemma is under so much pressure and has dealt with so much grief- and feels as though she failed Viserys and the realm. And so I think that Rhaenyra is trying to boost her mother's spirits and telling her that it will be wonderful if the baby turns out to be a girl. It goes deeper, I think, than Rhaenyra not wanting a boy to overshadow her. As I mentioned before, the quest for a boy has already overshadowed he and it is not as though she will be heir (or so she believes) even if the baby is a girl. Daemon is currently heir and I am sure Rhaenyra doesn't think that will change. I think she is telling her mom she is hoping for a girl so that her mother does not feel like she failed if the baby is a girl. I think she is acting out excitement and anticipation for a girl because she feels like she didn't have that for her own birth. She probably thinks that her birth was a disappointment for her father and her mother. Should the baby happen to be a sister this time, she doesn't want the her to come into the world as a disappointment like she did. She wants her sister to come into the world wanted and valued.
I think it makes sense that Rhaenyra would do this because we can see Rhaenyra's concern for her mother in their first (and last!) exchange:
RHAENYRA: Did you sleep?
AEMMA: I slept.
RHAENYRA: How long?
AEMMA: I don't need mothering, Rhaenyra.
RHAENYRA: Well, here you are, surrounded by attendants, all focused on the babe. Someone has to attend to you.
AEMMA: You will lie in this bed soon enough, Rhaenyra. This discomfort is how we serve the realm.
It's interesting that Aemma says "I don't need mothering," because her own mother, Daella Targaryen, died in childbirth (they don’t mention it in the show but it is in Fire and Blood.) So she would have grown up without mothering. It also struck me that while Aemma tries to mother Rhaenyra by giving her practical advice about “the order of things” for a woman in their world, Rhaenyra’s style of “mothering” Aemma is to point out how important she is and to ensure that she is being taken care of- and prioritizing her above the baby. It’s sad because Rhaenyra is essentially mothering her own mother in the way she wishes she was mothered. Rhaenyra wants to live in a world where, as Arya Stark said, “The woman is important too!” And it’s a glimpse of how she would have mothered her own stillborn daughter, Princess Visenya, or supported a sister if one had been born to her parents.