The newsletter of BookReporter.com features an interview with novelist Kate Mosse, whose "Labyrinth" sold about 2 million copies. She said this about the difference between writing a male or female protagonist:
"All novelists aim to create real, imaginary characters, if I can say that. None of my characters, male or female, are me --- though some, such as Meredith in SEPULCHRE or Alais in LABYRINTH, do have emotions that I would own up to being my own. So, in one way, writing a male lead was no different from writing a 13th century girl or a 21st century American woman. Having said that, I was always conscious of how the perspective of a man in 1928 would differ from that of a woman. So, for example, when I was writing the scene with a car crash, I knew that I had to put in more hard fact about the car, the actual nuts and bolts of it, than I would if I was writing from a female perspective. It sounds trivial, but it’s about anchoring the character both in their own identity, but also in their own time and the sort of person they would be. Plausibility is important. Finally, it was actually rather liberating writing a male protagonist. I continually questioned myself about how Freddie would think, what he might feel, what he could do --- I took nothing for granted."
It can be an interesting exercise to use your imagination to go through your character's typical day to notice what he or she would eat, watch, say, who they'd meet, how they'd handle typical tasks--shopping, being late for a meeting. That could reveal some gender differences as well as other details you can use.
(You'll find loads of useful tips for creating characters in my book, "Your Writing Coach," published by Nicholas Brealey and available from Amazon and other online and offline booksellers.)