I’m more worried about my male characters offending someone.
But seriously, there are indeed a few issues especially concerning female characters:
The character’s behaviour should make sense in the context of her society. This applies to males as well, but in case of females, it’s more often ignored. Too many authors use patriarchal societies and female main characters who rebell against them, go out fighting despite of it and succed with no logical reason besides the writer’s own beliefs.
Everyone who wants to have prominent female characters or even a female main character should give these things a bit of thought beforehand.
He can have a strictly patriarchal society, but then his main character won’t be at the front line. There are plenty of interesting and plot-worthy things women in medieval Europe and other patriarchal cultures could do, but they usually aren’t battle. Magic might offer even more.
Nothing bad in my opinion, fantasy severely lacks plots which consist of something other than fighting the Dark Lord’s undead army with swords.
If you do want an accepted fighting heroine, the gender roles should be different. This implies a bit of extra work with world-building to explain it well enough that readers who suddenly care about „historical accuracy“ when it’s about women staying in their „proper place“ will be satisfied. (Other issues such as the strong religious beliefs of pre-modern societies matter far, far less.) If you want to satisfy those at all…
Special females acting against their gender roles can be done well too, of course, but in such cases, good research about similar real life cases is in order as well to stay away from cliche.
Authors (usually female) who want to get their personal revenge via their character, because they’re about discrimination in historical times or in their current life aren’t likely to write believable female character either.
This doesn’t work well at all, personal feelings about such issues shouldn’t harm the story telling. This goes for perfect matriarchies, nature loving and gentle women against evil men and anything like that too.
By the way, have the courage to make women evil as well. Being drawn to power and/or violence isn’t exclusively male, no matter how often this is claimed. And not every evil woman is driven by an evil man either.
Another issue ensues if an author wants two things at once, most often „feminist and equal“ fighting woman and damsell in distress. This (probably unintentionally in most cases) makes be believe as a reader that the author wants to claim that women might try to succed in tradionally male fields but are bound to fail.
Personally I like the approach of having different societies with different gender roles existing side by side. This way, fighting women and damsells in distress can both turn up in the story depending on the circumstances.
In this case, preaching about how one society is good and the other is evil should be avoided too however.