Interesting question, I used to play male characters when I first started gaming, but when I got on Star Wars Galaxies, I started playing as a female character. I thought at that time that I was just a freak for wishing I was born a girl, so I told everyone I met that I was a guy in real life.
But it got interesting near shut down, people started telling my that I was lying. Since I did a lot of roleplay, it got really interesting, until I decided to use voice chat during a guild event
Anyways, now I understand why I really seemed like a girl, I have a feminine personality, and just am good at watching what girls do and add them to what I do(probably explains why I sit with crossed legs now, without meaning to).
Skyrim was interesting as well, first time my family saw me playing a female character, was probably weird since the character looked like a real girl, too bad I started losing interest in video games.