We have all been taught in English that the word they is the plural of he or she.
I am tall. (me only)
He is tall. (one boy only)
She is tall. (one girl only)
We are tall. (the plural of I)
You are tall. (singular or plural, of either sex)
They are tall. (the plural of he or she)
In English the word they has a second meaning. It is also used in a more general way to refer to people of unknown sex or number. The same thing happens with the words them, themselves and their. This second meaning of the word they is about 400 years old.
1. [third person plural gender neutral]
a. refers to two or more specific people or things: The two girls could skip a grade if they pass the test for the next grade.
b. people in general: They thought the politician was a clown.
c. informal a general reference to people in authority: They write so many English grammar rules.
2. [singular, third person gender neutral] used to refer to one person of unspecified sex: Ask one of your classmates what mark they got.
Some English teachers do not like the second meaning, because it seems so untidy. (English is a very untidy language as all of us who have struggled to learn English spelling have noticed.) So these teachers taught children to use "he" to refer to a person whose sex is not known. Many people do not like this new rule since it is unfair to girls and can sound silly. Using "he" instead of "they", can be awkward if the "he" turns out to be a girl.
Anyone who left his clothing in the changing room should call the office.
Anyone who left their clothing in the changing room should call the office.
Both of these sentences are correct, until we discover that the clothing is a bra. Now the first sentence is silly nonsense. Only the second sentence should be used. We did not say "her clothing" because at first we did not know that the clothing was a bra. It is much easier and more correct to use the word they especially after words (indefinite pronouns) like anybody, nobody, somebody....
Some teachers prefer he or she, which is awkward if it has to be repeated too often. It can make sentences longer.
He or she failed his or her exam, because he or she did not do his or her best.
They failed their exam because they did not do their best.
The first sentence is awkward, but correct. The second sentence is also correct, but uses the more general use of the word they. When two correct English sentences say the same thing, use the shorter and easier one.
In some very specific texts, such as contracts and legal documents, using the phrase he or she is preferred even if it is awkward. It is best to avoid using the word he for a person of unknown sex. The rest of the time the general second meaning of the word they can be used.
The more general use of the word they has been popular in English for hundreds of years. However having such a general word is different from the language Latin. The problem is that formal English grammar was first described by teachers in comparison to Latin. Sometimes the grammar rules that get taught have more to do with Latin than English.
If your teacher insists on using the word he for people of unknown sex, then do that on their test and forget it afterwards. English in the real world is more flexible and forgiving. I really hate to wave a book in someone's face and shout "See", but any good general adult's dictionary will show the more general meaning of the word they.