I'm preeeeeeeeetty sure there is some form of rule saying that *googles on Fire Emblem Pegasus*

... Huh. So there ARE extremely rare cases of males being allowed to become the master of a Pegasus? It is just extremely rare? Huh. More than I knew. Well, I was kind of thinking that flying males would have to take the hard path of foregoing the Trainee stage to tame a Wyvern directly, however... With this development...

If you want to be a super-special snowflake, go at it. XD

Do note that the wiki specified that a Pegasus allows a pure-hearted maiden to ride it... Assuming the same goes for guys. So for this to be believable if you still want to do it, you're probably going to be required to not be a particularly manly male... And you got to be prepared for that every single individual in existence (including all the players and the GM) will be raising an eyebrow at you for who you are. Yepp.