Are people that play females exclusively sick or twisted?
No. They're making generalisations.
As previously stated, I primarily play female characters (some of the exceptions that spring to mind are Fable II, Mass Effect and Neverwinter Nights). I don't really remember why I started playing them, but it's just became normal for me now. If I get a gender selection in a game I click female without even thinking twice.
That said, my male Draenei Shaman in WoW looks pretty cool.
Now that I think about it, it's the same for me playing an archer. If there is an option for an archer-styled class, I pick it without thinking twice (exception being Demon's Souls).