If the head of state or president is a lady , what do we call the husband to the Lady president . I know that when the man is the president , the wife is called the "First Lady" , what about the vice versa.
I don't think there is a special word that describes a male First Lady! But let me put some light on the title in concern.
The First Lady is not necessarily used for the wives of the presidents. The term is used for the White House's official hostess which is generally the wife of the president. Imagine if the president is a widow and the duties are performed by someone else (maybe daughters). In such case, they'll be the First Lady.
I think even if you have some female as the President, the constitution still requires some host/hostess at the White House. In such case, if her husband is not interested, again her daughter or some female would be appointed.
Interesting paragraph on Wikipedia (and the answer to this question):
Should a woman be elected to the US Presidency, her spouse would presumably be known as "The First Gentleman". Such usage was made in various literary works describing the term of a fictional woman President, such as The Coming of the Quantum Cats.
In The Coming of the Quantum Cats, in one universe, Nancy Reagan is the President of the United States and her mostly-disregarded husband Ronald is known as "The First Gentleman."
Till date, there has been no lady president and probably that's the reason, no title is thought yet! ;)