I'm male, never had any issues with a protagonist being female, I think my reading is probably about equal in the regard. I will say that I have, in recent memory, put down two books by women; both because they were focused on romance and jealousy to the extent that the actual plot was underdeveloped and had pacing problems. I can't think of a female author I really like off the top of my head...
Sara Seager's memoir was amazing though: The Smallest Lights in the Universe.