Obviously you should check with your players, even if for no other reason than to let them know what the world is like so they can create proper backgrounds for their characters that are consistent with the world.
Also, if you do it, try and do it some justice. Try to avoid something trite like "lol women are way weaker than men. lol." Especially for a fantasy setting where aspects of the world are different than the world we live in.
I don't know how much you'd want to modify the realms, but consider some changes based on some real world seeds and then adapt the world to fit the issue and the issue to fit the world. Especially if you flip the sex of key figures to fit.
I've not looked into the subject extensively, but my baseless understanding is that it is something like 25% of females are stronger than 50% of males. The strength disparity isn't nearly as large as people make it out to be. Especially once force multipliers like weapons start to factor in and you reach the plateau of: enough force to do the job.
Another thing to consider is that compared to many animals (and one would assume monsters) humans are outright puny on a pound for pound basis. Chimp muscle tissue is dramatically more effective than human muscle tissue. I had a class from a prof that ran a primate research lab, and while he wasn't studying muscle strength, if my memory is correct he said that he had seen an ~150 lb chimp drag a 1,000 lb cement block around with one hand on more than a few occasions. (also worth noting that because of all this, chimps sink like rocks and can't swim. Chased by orcs? Swim across a river.)
So if you imagine a fantasy world where an orc might have muscle strength closer to a chimp, does it make much sense than humans would tell a female that she "can't fight" on the basis of weakness when an average orc raider could quite literally dismember someone with their bare hands? One would think that group tactics, weapon skill, and quality armor would be far more valued by humans than mere strength in a world like that.
This isn't to say that there wouldn't be reasons for sexism. After all, if orc raiders rip the heads off all but a few of the village's males, that won't wipe out the population long term like the reverse would. Hence females could have a social role where they were heavily discouraged from learning the highly valued weapon skills and drilling with group tactics. If a male saw a female in the setting with weapons and armor they likely wouldn't believe that she really has the needed depth of skill with the weapon, and is even more doubtful that she has spent any time drilling in group tactics. So she might be dismissed as a combatant without the subject of strength even crossing the mind of the dismissing male.
Even when confronted with the female being a highly capable combatant one on one, or as a member of an adventuring party, they could still be dismissed as not being "real" warriors because fighting another person "doesn't count" (well you did this or that to win the sparing match, and against a REAL monster with some strength that just wouldn't work at all). The "make it up as you go along" tactics they use while fighting as a party clearly only work because the male in the party are so good at tactics as to adapt and make it work (if you were a man who would have had proper training your party would be so much more effective).
Another thing to consider is that I've heard male IQs tend to be all over the place where female IQs tend to be have a tighter shot grouping. Which is to say that if you encounter someone exceptionally smart or exceptionally stupid, odds are you've encountered a male. Which I imagine is because from an evolutionary point of view, it doesn't really harm the population for the male side of the species to take genetic risks, because it doesn't harm the population long term if the risk turns into a disaster that suffocates because it got distracted and forgot to breath if the population also got a Mr. Smarty Pants that all the ladies think is just wonderful.
The result of that might be that the majority of the most powerful wizards in history are predominately male, which gives rise to a perception that males are naturally better wizards. Which is honestly what I think goes on to a large extent with real world academics. Too many of the males like to think they are unrecognized Einstein caliber extreme outlier special snowflake smarty pants, when in fact they are not. The other aspect of this is that since genetic risks were taken to get there, some of the smarty pants wizards might have a few screws loose. So maybe while the majority of the most powerful wizards in history were male, just about all the batspit insane ones were males.
So there could be the double standard that cuts both ways in that people might take a serious distrust towards a male wizard who shows power and will often get second guessed, while a female wizard might have their capabilities somewhat dismissed (they are not really THAT powerful, solid but not top tier) they would get a free pass on pretty much any questionable uses of magic. ("If she says that she being careful with her experiments then she is being careful" or "I'll share this bit of arcane knowledge with you, because I think you can handle it, but don't let it fall into reckless hands or there will be dire consequences.")
Another area to look at would be the priesthood. Males are actually re-arranged females, where the female form is the base template and the male form is a modified version of it (in case you are wondering, that is why you guys have nipples). If the gods just found it easier to channel through females (or even if all the gods were female, where even a male that ascends to godhood pops out as a female since it is the "true" form), then anything involving the divine or a church might be heavily slanted in favor of women. Male priests might be seen as second rate. This could result in general tendency for equal parts deference and pedestal placing.
Overall though, I think the most important point would be to stress that the range of variance within males and females is often greater than the range of variance between males and females. Sexism all about the conflict between that and the assignment/evaluation of role by sex anyways. Especially since PCs are all extreme outliers to the point that they are more suited to a role than virtually the entire rest of the population, regardless of the sex of the character.