Foucault, Sexuality and Solitude
Foucault makes the point the identity is formed through repression. The self-examination of thoughts required for Christians to confess their sexual sins, including impure thoughts, lead people to develop strong senses of self and sexuality. During her trial, Joan of Arc frequently asked that the bishop hear her confession. However, peasants during her time did not confess frequently. It would have been normal for her to take communion only once or twice a year, thus necessitating few confessions.
Although the correct thing for her to do when she first had visions would be to seek the advice of her confessor, she did not. She heard mass with unusual frequency for a person of her class and took communion frequently enough that it was discussed at her trial. It's difficult to guess how often she went to confession before she decided to "go into France." We know she learned religion solely from her mother, so it may be unlikely that she confessed often.
Nevertheless, Joan of Arc seems to have a complicated gender identity, where she takes on male traits, while retaining female traits. Gender and sexuality are clearly linked. While we can see the technologies of the self that she uses to assume her chosen role, but how she got there remains mysterious. Perhaps her dialog with her visions was a recreation of her dialog with her confessor. When asked about jumping from the tower while in prison, she reports that she was doing penance for the sin of jumping, a penance assigned by her voices. Therefore, she does seem to have a confessional dialog with them, which may have facilitated her forming of gender identity.