As mentioned previously, application letters and cover letters are not the same. A cover letter identifies an item being sent, the person to whom it is being sent, and the reason for its being sent. A cover letter provides a permanent record of the transmittal for both the writer and the reader.
Sometimes a person's gender is unclear from a name _ names like "Corey" or "Blake," are both common women's and men's names. If that is the case, do some investigating to determine gender from searching on LinkedIn or a company website. But if it remains ambiguous, simply write out the person's full name, dropping the title. For example, "Dear Corey Meyer."