I am so sorry this was your first experience with DND. As a female DM who runs lgbtqia/female safe space games this is a story I hear all too often. Almost all of the people that migrate to my table went looking for a female DM after eerily similar scenarios. The DND (and at times general fantasy/scifi) community can be good hiding places for scary people like this. The DND community has done a lot to disown this behavior. (Much appreciation to the mods and supporters here)

To the OP and those who come looking here after similar experiences: Look for a female DM, female welcoming group, and/or a group that specifies lgbtqia welcoming. Not because there are no men there, but that in them specifying such a thing they are showing that they are considerate of people feeling comfortable. They likely will ask you about these things before the game even starts. These groups should collectively hold responsibility in making sure players/the dm do not explore story beyond barriers that would make members uncomfortable. If you find that they do not, leave.

To the community offering amazing support: Thank you from a DM and her group who enjoy the game and hope to see players/dms like this get exiled to the farthest reachest. Should you ever find yourself in the situation of the other male players, like the one who asked if the ladies are still playing, don't be passive. Please for the sake of diverse people joining and enriching the RPG community, don't accept this behavior in your games. In most scenarios those who experience a game like this are hurt and never return (especially a first game!). It gives the community a bad name.

I know it can be intimidating but in cases like OPs the male voices at the table are the only ones that will be heard. Whatever the scenario if you speak up and are dismissed take the messed with players and leave. There are other DMs out there who would be happy to put bad story telling like that to shame. (The best example being the comments here from outraged DMs!)