Give me that one.
I’ve noticed a trend of using “die” as the stand-in word for “that one” and wondered why it’s the feminine rather than either of the other two choices. It does sound better than “der da” or “das da” or is there a grammatical reason I’m missing.
It just depends what it is that’s being referred to. In this case it happens to be something that has feminine grammatical gender. Basically when translating this unspecific english sentence to german, you have three valid choices (den/die/das da), because it could be anything.
Edit: In fact, if you look on tatoeba, you can find all three versions!
https://tatoeba.org/de/sentences/show/4141376