I too indulge in online RPGs, and I also began by playing only male characters (I myself am female, and have no gender identity issues) because of the usual paradigm surrounding male versus female characters and male characters having slightly more "body" to them most of the time.
Then, I started playing female characters and I haven't gone back. It isn't as hard as you think to portray a strong, interesting, multidimensional female character. You just have to remember that females are people too. :-)