Some things do not occur to the mind. I have never had any feelings about my gender, whether I am happy about it or sad about it, and then wished I were the opposite gender. With what we see in our society today, gender is not a barrier to what any person can achieve, so there is no reason for such concerns.
However, most people will always tell me that if I were the opposite gender, I would have been better and my life would have been easier, which is not reasonable to me. If you can not be better than you are right now, you might not be better if you were the opposite gender.