Sony Pictures Paul Feig has already broken barriers (and pissed off many die-hard fans) by making the stars of his Ghostbusters reboot female, but there is one other unconventional issue he left up to innuendo. Kate McKinnon , the first openly lesbian star of SNL , plays one of the heroines, Jillian Holtzmann. Her character flirts with Erin Gilbert, played by SNL alum Kristen Wiig . When asked if McKinnon's character is gay, Feig told The Daily Beast this week, "What do you think?"