there are physical differences - like female brains have far more connections between both halves of the brain and emphatic abilities are enhanced (this can actually be shown in brain activity scans). The female brain is smaller, men have about 13% more neurons than women, but female brains have increased processing power (basically balancing it out), the male brain supports focusing on a single task better and allows more easily for deep thinking, whereas the female brain is more holistic oriented with quick focus switches, which support multi-tasking and holistic thinking - the latter is quite beneficial in my area of expertise, because it requires inter-facultative thinking and a female brain supports this rather well - but I can get quickly tired, when I have to ponder deeply about a subject - so I rather let this to my brain, feed it with multi-channel input about the subject and wait for the results to "bubble up" and get conscious (I basically force aha-effects in a relaxed state) - works for me well enough, better than deep thinking, what is more the domain of male brains.
This said, I might not be the typical female - I'm a tomboy, probably got more testosterone in the womb than girls normally get, which might as well have had effects on how my brain is structured - so eventually what I feel in regards to brain function might be biased and unlike that of a typical female. I feel this for example with mulit-tasking - I get stressed having more than 4 chats at the same time, whereas gfs of mine aren't even stressed with 6,7 or 8 parallel chats (written chats).