TV’s Frink said:
If you can show me that Mary Sue isn’t used far more often than Gary Stu, I’d love to see it.

Mary Sue is used far more often, because Mary Sue is usually used to refer to characters of either sex. Once again:

A Mary Sue is an idealized and seemingly perfect fictional character. Often, this character is recognized as an author insert or wish fulfillment.[1] They can usually perform better at tasks than should be possible given the amount of training or experience. Sometimes, the name is reserved only for women, but more often the name is used for both sexes. A male can also be referred to as a Gary Stu, but more commonly either sex is called a Mary Sue. [2][3]

It is just the name of a trope. The sex of the character is not part of the definition, which is why the most famous Mary Sue prior to Rey was Wesley Crusher from Star Trek: TNG.