Question: Do girls and boys really need different toys especially when they are very young? I am speculating part of reason why girls tend to play with Barbie dolls and boys tend to play with transformers is:

* Parents make decisions for them.

Would girls play with Lego at all?

Answer: 
Let the child decide. Offer both and see what they like.
Ask any parent how many toys they've bought for their children that the kids outright ignored. There's a certain amount of cultural influence, but your kids like what they like. They have individual opinions and preferences from a very young age.

My eldest daughter has a very narrow interest in toys. She likes blinky lights and sounds, and will have one favorite toy she plays with until it wears out. People keep giving her dolls, which she has always completely ignored. We just sort of amassed a collection and kind of forgot about them.

Five years later, her little sister was born, and we had this big collection of unused dolls and other "girly" toys lying around in toy boxes, and she took to them like a duck to water. No one gave them to her, or encouraged her to play with them, she just found them on her own. Because of our older daughter we had sort of forgotten that little girls were supposed to like dolls.

So just treat your kids like individuals. They will definitely tell you what toys they like, and there's not much you can do other than introduce them to a wide variety.