"The Unknown Citizen" by W.H. Auden is a very familiar satirical poem based on the irony that even though he is extremely well identified, his true innermost needs and desires are unknown. The citizen of the poem is definitely an individual based on the fact that "the" is used to signify that it is definitely an individual, and also male based on the evidence of him being questioned as a "Modern Man" and the fact that he is married and served in war. This would not be true in the case of a female. Also, the pronoun "he" is used repeatedly throughout the poem, referring to a male individual, and not a female.
As to the question of peer pressure, it is more of a futuristic societal pressure that the citizen had to conform to. Bureaus, agencies, and organizations are capitalized signifying names which served to monitor the citizens and observe them closely. Also, he did serve in a war, possibly to defend the society's way of life. Peer pressure? There really is no evidence that he had any direct or indirect pressure from friends since his friends were specifically called "mates" in the poem, signifying friendships, not anything adversarial.