There's an interesting book by Marilyn Yalom, Birth of the Chess Queen, that is about the pre-modern history of chess. When chess came to Europe, via Byzantium, there was no queen. There was a vizier piece. But the European change was to make the vizier a queen. Still, the Queen, like the king, was not an aggressive piece: it could only move a space at a time. During this period, chess was a popular court game for both men and women. The change in the game came with giving the queen the power the piece has today. This made the game faster, and it also led to exhibits of chess mastery in which, gradually, women chess players were weeded out. Women turned to card games - except in Russia, which was the last nation to accept the new, powerful queen. Russia turned to European chess under Catherine the great.

From the comments to the seduction of chess, a post on chess and modernism

... in the best chess country in the world and in history (Russia) the Queen is actually still called a ферзь (ferz). That means something like minister, counsellor, advisor - but anyway is, most definitely, male.