Because females and males differ in their sex chromosomes, they also differ in the type of genes found on these chromosomes and the frequency at which they are expressed.
First things first, females have 2 X chromosomes (called X because during meiosis and mitosis they look like x's) and males have XY (the Y gets its name from its shortened appearance in comparison to the X during cell division).
Every time a sperm and egg combine to form a zygote, there are the same 50/50 chance of having a boy or a girl.
To notate that a trait is found on a chromosome, we place our trusty upper and lowercase letters as superscripts to the right of the X or Y (it depends on whether the trait is X or Y linked as to where the letter will be placed).
Some other common sex-linked traits: color blindness and male pattern baldness.