Gender roles are stereotypes. Very few people match the description exactly, most people partly match it, and some people don't fit in at all.
Oddballs are a magnet for stories. Tension is built in to their situation -- the shy, quiet boy in a society where men are expected to brag and strut around. A firecracker girl who's expected to be demure. Instant angst: just add a love interest.
I am fond of partial matches, too. When someone is completely outside the norm, society can sometimes cut them loose, put them in the "just plain weird" folder and not expect them to conform. It still feels like rejection, to the victim, but there's a certain freedom in that. People who partially fit the gender role norm are often pressured to "fix" those last few things. Pressure can get harsh, hurtful, behind closed doors.
I'd like to open up the comments to thoughts on your favorite examples of characters struggling with gender roles. Firecracker girls confined by patriarchal societies are a popular topic -- and rightly so, but I also find the idea of a woman proving herself strong and powerful within the confines of her restricted life to be an interesting story too.
Some of the biographies of Elizabeth I touch on that. Though she ultimately rose above the period's expectations for women, she still had to take them into account when forging her identity. To be a powerful woman, she had to remain unmarried. (As a side note, it's fascinating to me that for centuries, women were cast as gender with the "dangerous" sexuality -- seductive, corrupting, luring men away from intellect and rationality. Whereas today, male sexuality is the one that isn't trusted, the one that women and children need to be protected from. They're "dogs" and we shouldn't be surprised if they want to hump anything that moves. There's truth on both sides, to be honest, and also more capacity for self-control than is given credit for.)
But anyway. Tell me how your favorite characters didn't fit into their society's gender roles. It can be tricky to tease those out from the other roles they have to fill -- as family members, in positions of authority, or as friends -- but let's see what we can do.