When I first started my long descent into the deep dark world of MMORPGS, I played a female character for a few weeks while I learned the beginning world of EverQuest. Mainly because she was smokin' hot.
http://everquest.allakhazam.com/equi..._WE_Female.jpg
Later on I moved onto male characters because it felt wrong. My main character was a lizard humanoid (iksar) so it wasn't really an issue, as lizards don't have any secondary sex characteristics.
Then with World of Warcraft I played a male night elf as a main, but .. again .. female night elves were smokin' so I picked one for secondary.
It was actually quite disturbing, as the gamers in that mmorpg are so immature (listen to the college-boy yap). I mean, seriously, I was verbally harassed randomly by people I never had talked to asking me where I lived, how old I was, if I could send a picture. It was fucked up, I felt like I was being stalked, as some of these guys would never fucking leave me alone. I'd never talked to them, and they would consistently hit on me whenever I went online. I see how life could be potentially troublesome as a shy girl.
I've never hit on a girl though, as I'm an old school type of nerd. Though I am afraid I've done my share of looking.