We didn't anticipate confusion or uncertainty about her sex based on the name¹, but encountered some nonetheless. It prompted me to do some research about other folks called Lux. Turns out in fact that there aren't all that many.
Lux Interior (an assumed name which came "from an old car commercial"), frontman of The Cramps, is just about the only famous one—and is a bloke. On the other hand, Lux Lisbon is a girl but is a fictional character in The Virgin Suicides. I didn't find any other well-known people called Lux but I did find one or two others considering the name.
Beyond names, Lux has a formal meaning in physics: as the SI unit of luminous emittance it's equal to one lumen per square metre. And Lux is also a soap; originally (1909) a laundry soap but subsequently (1925) a bathroom soap. A colleague of mine at work clipped for me this page from an old Time magazine:
Notwithstanding the rarity, Wendy and I both think the name suits our baby very well. We are certainly delighted to have her luxing up our lives.
The title of this post, by the way, is the second half of Genesis 1:3: dixitque Deus fiat lux ("and God said let there be light"). Et facta est lux ("and there was light")... and the rest, as they say, is history.
¹ UPDATE: although Anssi Porttikivi points out that lux is grammatically feminine in Latin.