Best feature:
Mental abilities? I'm a very fast learner and I think "deep thoughts" far too much.
The down side is that my opinions can change very quickly depending on new information and I had an existential crisis at like age 7. Same age I stopped believing in deities despite my family's beliefs.
Maybe that's a good thing? Isn't that how science works, constantly adjusting its views based on new findings? Like a sculptor chiseling away at falsehood to reveal the sculpture of truth within? Wow, that was sickeningly pretentious. Imma stop right there...

About being a woman:
Not having a penis. Seriously.

I don't like having a vagina, either (I have no use for it. I would rather be like a Barbie doll down there.) but it's not as bad as having a penis... yuck!

Wow, that was too much information, wasn't it?