If you're a woman, or a guy, or straight, or whatever, then cool. If you like both genders or feel like you aren't a guy or a girl (like non-binary trans) that's cool too. I don't see a reason to be "proud" of it. It's like being proud to be white or whatever. It is just something you are and not something you have accomplished, like getting your degree or reaching your weight goal in the gym or running X distance in Y time.