I was making a quick Reprex while andresrcs was posting. The following shows your plot code working with a data set similar to what you posted. If this example does not help you solve your problem, please make a Reprex as has been suggested.
ChangeBPM <- c(-2,2,1,-2,0,0,0,0,1,-1,-2,-2,-3,2,0,-1,0,-1,-1,-1,0,0,-2,-1,-2,-1,1,-1,-1,-1)
Cigaretts.smoked <- c(rep("C", 10), rep("M", 10), rep("N", 10))
Gender <- rep(c("F", "M"), 15)
Data <- data.frame(Cigaretts.smoked, ChangeBPM, Gender)
library(lattice)
xyplot(ChangeBPM ~ Gender, data=Data, group=Cigaretts.smoked, type=c("p","a"), auto.key=TRUE)

Created on 2020-01-20 by the reprex package (v0.3.0)