I'm glad you at least admit she's a Mary Sue. It's not about being a woman or a man - it's that her character had no realistic sense of actually learning or upgrading herself to get to the point at the end of the movie. It cheapens the whole Jedi because you just want to make a powerful female hero. It just doesn't seem plausible that she could go from knowing nothing about the force to suddenly defeating a sith who's been trained for years in one go. What if you practiced years to be good in a discipline like writing and all of a sudden some person who's never even written a sentence before suddenly pens a best selling book?
I dont think we mind a female hero - I certainly don't. I just wanted her JOURNEY and progression to show - all the past Star Wars show that it takes time, practice, training etc in order to be good at being a Jedi. Otherwise who needs training then? Even with your examples of male Mary Sues, they're not accurate. Luke sky walker didn't fight as a Jedi in the first movie - the only time he used the force was to shoot a torpedo. Captain America has the experiment to justify how he evolved so quickly.
If Rey was a man, I would still criticize the character for being too perfect - having flaws is what makes a good character, not some perfect being who can do everything.