Aside from the obvious physical differences they are raised differently during their "formative years". This leads them to have different desires and expectations out of life. One example are the toys we provide for girls versus those given to boys. A girl is often given baby dolls, strollers, tea sets, princess outfits, and Easy -Bake Ovens. Her toys are either about nurturing, domestic activities, or making herself look pretty.
A boy on the other hand is given remote control cars, trucks, planes or toy guns and other items encouraging independence or agressive behavior. He is not expected to nurture, bake cakes, focus on his appearence, or dream of some day marrying a "princess".
A woman has been "practicing" being a wife and mother since she was 5 years old while a man doesn't think about being a father until he is close to 30 or older. It's hard to tell what are the genuine (gender differences) compared to those society teaches us. Do we create many of these differences in the sexes by the way we raise them? Or do little girls (really) think it's more fun to change baby doll diapers than to race remote cars against a friend?