Depends on how we're defining "weird". But I'll be that guy, yes, it is weird. By which I mean not particularly normal. Feel free to follow my reasoning below.
It is not average to be a female gamer. (Unless we're defining candy crush and the kim kardashian app game as gaming) Most women, the vast majority of women do not game in the proper sense that I think most of us here would use if we were defining what it is to be a gamer. I don't think this is gatekeeping or not true scotsman, I just think that somewhere deep inside, we agree that playing mario kart while drunk and having a high score on temple run doesn't make you a gamer. That is not to say there are not many proper female gamers, I consider myself one, but I do not for a second think I'm normal. I also don't think properly being a hardcore (to use a distinction) gamer makes me a special snowflake. It just means I'm slightly less normal than the norm.
So if you're checking yes to playing proper video games as a female, you're already on the weird side. Not eat the paste or calculate the width of a tree from mario in real life weird, but certainly normal isn't applicable.
Now, being a lover of something also is, I would say, on the weird side. Lots of people play pen and paper games. Not everyone reads a system never intending to play it just for fun. Lots of people like Zelda, not everyone gets married cosplaying as that. Not everyone runs a website dedicated to it. Not everyone joins a forum about it. Ya feel?
So if you're checking yes to loving something. Not just liking it or being positive about it, you're on the abnormal spectrum.
There are a few other factors I could mention, but most follow the same logic as above. Yes, you are weird. I do not encourage anyone to feel badly about that. But saying you aren't weird is rather intellectually dishonest. It has the same bad smell as Felicia Day's "Now I'm The One That's Cool" music video. Be weird. Don't care if you are.
I'd also point out for the pure hilarity of it that this question is being asked on a site dedicated to Zelda. It seems like you aren't going to get a very honest representation of the world and how it views girls playing Zelda from such a place. It's like asking a forum of Nazis if killing the lame and Jewish is weird.
There's no requirement to be a fan other than to like something.