Need help identifying this flower (male/female) on a Big Max pumpkin; also, why is it growing flowers already?

That's a female flower that hasn't opened yet. If the flower opens and is pollinated, a fruit will start to grow, but if the flower isn't pollinated, the fruit will just wither.

Male flowers have much smaller bulbs at the base which are narrower than the blossom, whereas females have an immature fruit directly beneath the flower. When the flower opens, it will be clear whether the flower is male or female. Male flowers have a single, pollen producing stamen. Female flowers have a stigma that looks like multiple stamens without pollen.

More info here: https://www.gardenguides.com/12420149-how-to-tell-female-flowers-from-male-flowers-on-pumpkin-plants.html

It looks like a male flower to me. Whenever the males are small, they can look like females. In rare occasions, the plant is silly and decides to make female when it is young. In that case, just clip the female because the plant isn't ready for a pumpkin yet.