Huh. If you didn't know they were female you'd probably think my wife & half the female gamers I've played with were 'doing it wrong' when they played themselves.
Muahaha.. good point. The real world is already very pluriform, and that even within one country, let alone across the world... there is no 'one right way' to even BE a male or female, let alone 'one right way' to play one in a fictional world...
To get back on topic / the OP's question,
When I DM, my worlds are usually very vast and extremely diverse. As such, there are bound to be area's / nations / continents where womenfolk are not sailors, because of some superstitious belief (maybe not so superstitious, maybe the local God of the Sea has a thing against women, and so there are real accidents that befall ships with women sailors, who knows...), but in the same world, there will be other nations / area's where it is not an issue.
As such, yes gender plays a role. Also, this role / the effects should be known to the players beforehand if it has impact on the choices of their characters. If players insist on going against the flow (I will not forbid them to do so, as many stated in previous posts, adventurers often break the norm and are the exceptions that prove the rule etc.), then they do so knowing fully what they are getting into. If they seek the roleplaying challenge, then so be it.
That said, gender mainly plays a role then in terms of 'fluff'. I will not limit PC's in their choices or stats based on the gender they play, but will demand (as I do for any gender and role / set of stats chosen by any player) some form of 'sense'. I.e. a petite female with 18 strength isn't gonna fly, but then, neither is a bookish small male with 18 strength...
Also, since most of my campaigns center around lots of travel / discovering the world, being in an area where one type of PC is playing a gender, class or race that is the focus of suspicion / discrimination, this is usually only an issue during a relatively short period of time, as the action moves on quickly enough...
Just my two CP...