To begin, read this summary of the sociological study of gender. Find something you think you can apply to the character or characters you've chosen to analyze, developing a thesis about the influence of gender socialization on their conduct. Maybe a character is obsessed with some aspect of their assigned gender role that has come to define them. Or maybe they can't live up to the stereotype and others criticize them for it. Or perhaps you want to look at how two characters' relationship is hindered by their fixation on playing these roles instead of being honest with each other. The point is to find something you feel comfortable writing about and make it interesting! Make sure you include two quotes from the play and/or the linked sociology sources. Good luck!
Mr. Justin Biggs