Many of my strongest characters are female. I'm a guy. I'm the boss of the story. How in the heck does this sort of thing happen?

I'm not a woman. Oddly enough, however, much of my work contains women characters who, while they may be first introduced as background extras, tend to rise to the occasion and become central to the story. In fact, in El Viento Del Lobo, a work in progress that's set in Spain during it's turbulent pre-WWII period, practically all of the actors are female, while the males serve secondary roles through much of the narrative.
I didn't begin any of these works with the idea that women would take over the reins, so how they ended up on top of the heap (some of my work includes a pretty large cast of characters), is something of a mystery to me. None of them would have Professor Henry Higgins lamenting "why can't a woman be more like a man?", however. These are strong personalities; resourceful, determined, and generally capable of winding their way through the myriad of obstacles that their respective stories place in their paths.
These aren't always easy characters for me to create and write. Not by a long shot. The process isn't as simple as writing dialogue/action for a guy and then simply changing the character's name and sex. Truth be told, I had to put Lobo on hold for several months because it turned into such an emotionally draining process. In order to tell the story, I found myself living through the eyes and hearts of my characters. It wore me out. They were on such an emotional roller coaster ride that I had to pull away and re-group. This is one of those books where I know how it's all going to end - I've already written the last few chapters, even though I'm maybe sixty percent through the story - so, I didn't lose any momentum by calling a time-out. I didn't feel like it would do any harm to stick it on a shelf and do something else for awhile. It was just that they were going through situations that hit me on a gut level that, frankly, I couldn't take any more.
Here's an excerpt from Lobo to serve as an illustration. In this passage, Maria, a central character, is trying to get from her home in Marchena to Sevilla, where her cousin's family lives. The civil war rages all around her as she makes the journey on foot:

From time to time, she looked backward, sighting along the line of the road until it curved into the distance and the spot where she imagined Marchena should be. Either the fires were out, or she was too far away to see the smoke. The sky was bright blue, its uniformity broken only by a few clouds that hung in the still, morning air. This day, she felt the coolness of the morning, and she walked with her arms folded tightly across her chest.
She thought of her cousin. Theresa lived in a splendid house, one nearly as grand as her own. It had been five years since her last visit to Sevilla, but she could picture the villa in her mind’s eye. It was brick and stucco, built in the Moorish style, with a high outer wall and a ponderous double door that opened onto the street. The house had two stories and nine bedrooms and there was a pleasant inner courtyard where Theresa and her family spent most of their time. There was a French grand piano in the music room, and so many books in the library that no one could possibly read them all, even though Ricardo, Theresa’s husband, said that he knew each and every one of them. Many, he said, he had read more than once. She remembered Ricardo’s smile. It was a mischievous thing, and never far away. One could never be sure where he drew the line between serious considerations and whimsy. He was a good match for Theresa, a good husband and father.
Her mood darkened and she wondered how they were getting along. Did they have food? Was there heat in the villa? Did the lights work? Had the fighting touched them?
The tanks she had watched yesterday were many miles ahead of her, perhaps in Sevilla already if, indeed, that had been their destination. She remembered the man who rode atop the lead vehicle. How could his aim be true , when he was unable even to maintain his balance? She considered how easy it would be for a man like that to site on an enemy, but fire his bullet into the body of a bystander. The thought made her shudder.
“No hay lugar de seguridad,” she said to herself. “There is no safe place. Nowhere to hide.”
A low, humming sound, a noise like a thousand honeybees swarming in a bottle, broke the morning silence. She looked up. There was an airplane directly overhead and so close to where she stood that she could see the face of the pilot through the glass canopy. Horrified, she ran into the trees, stumbling blindly through the forest, searching for shelter from the bombs that would surely come.
Had she not panicked, had instinct not taken control of her limbs and her mind with such speed and authority, she might have realized that her actions were foolish. She could have waved at the pilot and received a salute in return. A solitary woman walking along a broken road was not a military target. There would be no bombs, no deadly shrapnel to cut through her flesh. The threats she faced on the ground were real enough, but they sprang from the simple fact that she was a woman. Soldiers on any side of the battle would be glad of a few moments with her body. She was a reward, an objective they would be well pleased to conquer. There were dangerous men on the road and in the fields, but she had little to fear from above.
She ran until she was far from the road. The forest was denser, darker there. The trees were high and close together. The sun shone down in slim spotlights that provided scant illumination. There was no path to follow, no clues to tell her where to step. An ancient tree root snaked out of the ground in front of her, a sinewy presence that held itself at tripping height until it disappeared into the underbrush. Her toes found it and she was sprawling, face first, toward the leaves and dead things that were strewn there before her brain could remind her arms to break her fall.
Her strength was gone. She lay there, too weak to do more than turn her head to one side so that she could breathe without sucking dirt into her lungs. She wanted to sleep, to surrender to the chaos that ruled the world and be done with it. In all probability Sevilla no longer existed. Her home was gone. Her family destroyed. Did she have any right to expect that God would treat her cousin any differently? Who did she think she was? What was so special about her, about her family? She was a foolish, vain creature. She had imagined herself at the center of the universe, but the truth was that she was less significant than a single drop of water in a global sea.
She closed her eyes, content to become part of the forest. She belonged to no one, to no place, so any bed was as good as another. She did not sleep, but she did not move. Ants roamed through her clothes, making their way from home to market and back again. Her skin felt them, but what did it matter? She was of no consequence and, besides, they were only doing what God taught them. What right did she have to interfere with God’s plan?
The forest was quiet. Its creatures carried out their duties as their ancestors had, flawlessly, without complaint, without question. It was only man that questioned, that was capable of conflict, of going to war. Her eyes fluttered open. At that moment, she considered a possibility that had never before crossed her mind. If God’s world was perfect, then how did man fit in? Man was the square peg in the round hole, an imperfect being careening through an orderly universe. Perhaps, she considered, perhaps God had not created man, after all. But, if not God, then who? Something in the question forced her to her senses.
She rolled onto her side and got to all fours. She struggled to her feet, slapping at her back, at her legs. Ants were crawling all over her. They were in her hair, inside her clothes, in her mouth. She spat them out and stripped off her clothing. There were seemingly hundreds of ants swarming through it; clinging to the fabric. She’d never be rid of them.

Now, the question I ask myself when I review this thing is "where in the hell did all of that come from?". Of course, the short answer is that I made it up. The long answer is a lot more complicated and has to do with the vagaries of imagination. More to the point, the real answer is that I don't have the foggiest idea. That's just where the story led my character, and I'm doing my best to relate what happened. No "free will" in these parts, folks. Circumstances dictate the scenario and the only smidgen of control anyone has is in how they'll react to situations as they pop up. The only solace I can take from this is that my characters, whether they be male or female, are generally up to the task.