With historical RP, I simply suggest doing research into the gender roles of the society you wish to emulate.

As for fantasy, I say do whatever. I mean, I kind of doubt any kind of feudalistic society with hereditary rule would be devoid of sexism, but it's not theoretically impossible. After all, Ancient Egypt had a few female pharoahs.

I don't usually write very low-tech worlds (I do like anachronistic worlds, though. Have like, a revolutionary era America sandwiched between ancient Rome and feudal Japan), so the societies I write are generally slightly above sexism, and when I do write a sexist society, I usually prefer to write matriarchal societies based off of insect colonies.