I am a man in my late 20's and have been playing games for close to 20 years now. In all that time, I can't remember playing a female character (except for Metroid of course). In fact, I do not even read books when they are told from a female characters perspective. When creating a MMO character, I will always create a male character. If the class only offers female characters I will not play it.
Often times I will see guys posting things like "If I am going to look at this character all day, I want it to be a chick." That thought had never occurred to me as I do not think of my characters in a sexual way. So I have never really thought I was looking at a dude all the time and I still don't. If that sorta thing gets you going, more power to you :)
So why am I like this? Could I be sexist? Maybe... but I don't think that is the issue. When playing a game or reading a book I will try to put myself in the place of the character. If the character is a female I can't seem to do that. To support this idea, I used to have the same trouble creating non-human characters. I still will usually go with the Human option. In WAR I will likely be a Dwarf, which is really just a small human.
There is nothing right or wrong with the characters we chose. To each his (or her) own. Am I the only one like this?