I am a female player, and I have a really difficult time playing a male in an MMORPG type of online game and still being able to enjoy myself.
I've tried it a few times - although usually more out of what I felt was a necessity at the time than much else, or in games that were gender locked.
My few times cross-gender playing for a bit more of some extended times in online games was mostly when I was younger. It was when I was playing certain games and wanted to be left alone in situations where I wasn't being left alone, or to hide from certain people. I was too shy and timid and worried about over politeness to really just tell them off like I should have at the time.
I have never got enjoyment out of it, however. I have tried, but it's our "avatar" - it's us, it is the person whose life we are living and creating. If it's the specific story of a specific person, that's different. I'm good playing whatever that person or thing may be in that instance. But not in multiplayer online games especially where it's my representation.
I dislike cross-gender playing so much that in gender locked games I will skip playing a class I'd much rather be if they only have male versions of them. While it's a bit hard to explain, It just feels funny and wrong to me to play males in online games that I'm making my own story. I mean it just doesn't feel natural or fun to me at all.
So yeah, it basically kills my fun playing cross-gender in online games. I will give it a try every once and a while when in certain gender locked situations, but it always gives me that same feeling where I'm not really enjoying myself.