Hot Hot Hot...! Nope, it is not a myth, the statistics and surveys show this, women and young girls are gaining in percentages every year, in fact there is a large market for publishers that are all but ignoring this trend. I've interacted with quite a few girls when playing some late night matches of Left 4 Dead , a zombie game where you need to act like a team.
I think it's cool, and natural for girls to play just the same as guys, there shouldn't be any difference really. The only thing is, like I said, the industry caters to guys still, and they would be better to learn to expand their horizons.
As far as my experiences, i've encountered or read about girls playing The Sims[2,3], Second life, World of Warcraft, Eve online and especially Everquest. Even some 'guy' shooters like Battlefield 2, Bad Company 2, etc.
I think it's fun, for simply shaking up the diversity a bit, whenever a girl steps into the 'online' room, there are many different reactions. Sometimes immature adolescent dudes flirt, or even harass them, other times they are such strong personalities, that they literally will kick anyone's ass that start talking smack. It always makes the games that much more involving, realistic, and fun!