Whenever someone calls me names for having a character of an opposed gender (I've lost count of'em, really), I just call them narrow-minded and if they keep on with it, "ignorance is bliss"; or, in worst case scenario, there's always the option to report the continuous harassment.
You shouldn't quit playing for the sole reason that someone -whoever they may be- has made offensive remarks regarding your tastes. Especially since it's not their call to tell you how to be.
Keep playing as a female char; your equips will be cheaper