I was taught as a child to put tee-shirts and jumpers on by putting my head through first and my arms second, as you describe, because my mother and grandmothers insisted it messed one's hair up less, then the way boys and men do.
It may not be universal that there is a female and a male way of doing this, but I think in all of Europe we dress like this.
Men make a dreadful fuss about their shirt buttons being in direct alignment with their trouser button or belt buckle, which few women bother about, and have rules about what colour socks they can wear with suits.
Whereas a woman in jeans or trouser suit usually either wears nylons socks in the same shade as her stockings would be if she was wearing a skirt, or just grabs the nearest clean pair of socks.
And while we are at it, men unbutton the top two or three buttons of a shirt and drag it over their heads when undressing, whereas we careful unbutton the whole garment and take if of by withdrawing our arms from the sleeves first.
And women take their socks of first when undressing, while many men take them off last. Some even attempt to get into bed with you still wearing their socks, unless like me you point out that this is very off-putting!
