The issue of gender in Macbeth is important for two reasons.
An example of one reason is where Lady Macbeth asks the spirits to "unsex" her.
Come, you spirits
That tend on mortal thoughts, unsex me here,
And fill me from the crown to the toe topful (I.iv.40-42)
Here, Lady Macbeth makes her wishes to be a man known to readers. She knows that it is the man who holds the power and not the woman.
A reference to the other reason is the prophecy Macbeth recieves from the second apparition, which is a bloody child.
The power of man, for none of women born/ Shall harm Macbeth (IV.i.84-85)
This line shows that women, again, have no power. She knows that, as a woman, she needs to be thicker-skinned. She recognizes that only men are thick-skinned enough to battle for power. Therefore, she asks the spirits to "unsex" her, or make her male, so that she can have enough power to do what needs to be done.