First off, something to understand about me is that prior to my initial feelings of wanting to be a girl at 13 there were not female character options in most of the games I played, and from then up until about 6-7 years ago I was pretty firmly in the grip of Evangelical Christianity, so acting on those thoughts was "wrong" to me.
So I played mostly male characters up until shortly after I started breaking ties with that particular brand of religion. At that point, my curiosity about switching sexes started getting the better of me and I started using the female option in Pokémon. I couldn't really explain why I liked it better than being male, and was really embarrassed any time someone saw me playing and noticed. I would usually stammer out something like "I wanted to change things up a bit."
And starting last year, I found myself taking things to the next level and roleplaying a female character in Pathfinder. I still maintained male characters for the one-off Pathfinder Society games, but for some reason when I wanted a character to invest myself in long-term I mostly went with female. Again, I didn't know why, it just felt very nice and kind of exciting to roleplay a female character and interact with others as such. Since I first started realizing that I might be trans back in October (and with it, the reason why I seemed to gravitate towards playing female characters), I have ditched the male characters I played and have gone with a female character in the one-off games as well.