Doing Gender
People are not born knowing what gender they are, it is something that is learned through social interaction. When we are young we learn what it means to be a boy or a girl and we grow up trying to constantly fit into whichever category we are told we belong to, and if we do something that stereotypically the other sex does, we are told by our parents that little boys or girls don't do such things. So, in essence, we are constantly acting or performing a role so others as well as ourselves know that we fit into the appropriate boy/girl category.
We are acting out society's norms of what gender is, gender solely as its own entity does not exist, because it is always influenced by the very binary norms of our society (man and women, heterosexual and homosexual, right and wrong, etc.). Though gender does not concretely exist, it is very real. This is because our society has very specific ways in which people can be accepted, and if they do not adhere to these specifications, there is the risk that a person could be ostracized. Being accepted and being ostracized in society are very real effects of gender.
Depending especially on where we are and who we are with, the way we are treated in accordance with our gender changes. For example, if a gay man would go to a very conservative small country town and "do" his gender in a way that shows others he is gay, he could be made fun of, beaten, or even murdered. However, if he does his gender differently, and adheres to more of sociey's norms of "masculine" behavior, he may be accpeted and treated well.