For many, many years the area of roleplaying has been mostly closed to women, not necessarily because of any rule or statute, but because the games themselves kept a woman away. Now, games are designed with women in mind. When I was working at White Wolf Game Studio, for example, it was very important that female gamers be attracted to the products we created. Vampire: The Masquerade is a very feminine RPG and very attractive to many women I know.
What makes a game interesting to women? Well, it depends. For the most part, you can say, "The same stuff that makes it interesting for a man." But I have observed some common elements in games that I know women have enjoyed. Time for another bulleted list.
I'm gonna quit while I'm ahead. I may have already pissed off some women gamers. You see, you can't really lump people in a big category like that. I find it useful only as a mental tool, to be discarded when its purpose is done.
I am personally doing my part to make more women gamers. I have brought my daughter into gaming, and I have been instrumental in bringing other women into RPG's.
Primarily with how they are depicted in the artwork. Most female art is not realistic, to say the least. I have nothing against cheesecake, per se, but I think there should also be realistic depictions of women as well as the more fantastic.
Although it's true that a woman can learn to play RPGs using any game, even something as masculine as "Aftermath or "Traveller." It all depends on the game master, storyteller, referee, whatever, or if it is a woman GM, it all depends on her players. Still, there are a few games I would recommend if a woman asked me which game she should try first.
OK, the roles available are not the most powerful ones: women in the Arthurian times are limited to the roles of wife, nun, or whore or witch - and they don't allow whores to be roleplayed in Pendragon. Still, because of the roleplaying focus of this game and its familiar themes of romance and intrigue, women will find it very comfortable and interesting.
If a woman is in touch with her dark side, she will most definitely enjoy playing a Vampire, as long as she has a storyteller who understands how to structure stories that women will like.
A woman interested in the spiritual or mystical will love this game, definitely one in which "might doesn't necessarily make right." Subtlety, complexity, and character interaction is rewarded over brute force roleplaying.
The ultimate intrigue-laden RPG. And no pesky dice or game mechanics to mess with.
What woman has not dreamed of being Supergirl, Wonder Woman, or some other super-heroine?
Ultimately, men just have to make room for female players. They can take care of the rest.