Once did a low level dungeon on an alt. I think I was playing a male worgen warrior at the time (deleted it not long after, I find warriors boring ) And my group was talking about gaming and at one point they started talking about how girls are bad at WoW. IIRC this was halfway through Cataclysm and I was raiding heroic Firelands at the time. Normally I don't want to engage in conversations about the sexes but for some reason I got annoyed by what they were saying and told them I am a girl and I raid HC Firelands and topp the meters quite often. They then said you must be a healer then, since you know all girls play healers. I said no, I am a DPS, I play feral (arguably a harder spec than some others). They shut their mouths pretty quickly, tho I'm not sure they believed me since you couldn't link cross character achievements at the time.
It's best to try and stay out of conversations like that, you don't gain anything from it. Haven't had it happen personally but I know a few female gamers that got harrassed after people found out they were female. There are also those that strengthen the stereotype (I can name a few of those... They frustrate me).
It's best to just play however you like and don't talk about what gender you are.