Something that fascinated the aliens was human sex. Unlike them, and unlike some species on Earth like fish, human sex was not hermaphroditic; they were conceived with the capacity to form either one type of sex characteristics or another, and this could not be changed without outside intervention, even if the human in question felt uncomfortable with the characteristics they had. It was such a limited, inefficient process- one the aliens wished to try to add some flexibility to.
Firstly, they decided to drain Daniel's existing reproductive fluid. They stimulated his hippocampus, and then affixed a tube around his penis. Daniel felt an intense sense of arousal from the treatment, and he soon ejaculated massive amounts of semen. This was to be cryogenically stored for use in other experiments- it was considered best not to waste those kinds of resources from test subjects.
Now the aliens started the process of transforming Daniel's sex characteristics by adjusting his hormonal composition. A similar technique was used by humans to alter their sex characteristics on Earth, but this was a much more thorough process.
As the testosterone in his system transformed into estrogen, Daniel felt deeply odd, but aroused. It felt like discovering his body's instincts and arousal responses all over again. Not to mention those responses and instincts seemed different now. His crotch felt sensitive, but more like he wanted something to be inside it than to have it inside something, and his chest had suddenly turned very receptive to arousal.
In the absence of masculine hormones and instincts, the human's self-perception was altering too. Mentally, prefixes started to attach themselves to descriptors of identity. He to she. Man to woman. Male to female. A suffix even attached to her name- Daniel to Danielle. She liked how it felt to call herself by all those terms instead of the old ones.
And she slowly felt the sensations that explained it- sensations of castration as her testicles receded into the body to reshape into ovaries, and of emasculation as her penis started to shrink away, soon becoming too small to penetrate with. The loss of his masculinity was only bearable because of the embrace of her femininity, and thankfully to make up for the atrophy of his manhood, she felt her breasts swell and her nipples enlarge as mammaries formed in her chest.
The aliens were satisfied- the experiment had worked perfectly! They'd turned a male to a female! Now, they decided to...