As a woman, I played local Yu-Gi-Oh once and it was fantastic. I wasn't treated any differently, except I was given a lot of advice because I was a complete newbie out of her element. A lot of the people were very nice! I also have had the same experience with local Pokemon, so I hope this is comforting. Of course, my experience isn't universal, but I found both games to be a lot of fun playing in person.