If you click this link http://pokemondb.net/sprites/pikachu , you will see that from Gen IV onwards female Pikachu have "dents" in their tails. However, it does not show it in the sprites for Gen III games. Was the concept introduced in Gen IV or something?
Yes, it has always been like that.
to separate genders from each other.
But The male Does not have it. if you take a look
at Ash's Picachu you should see the difference.
This link Should show
Hope I helped :)