Acting is never really effortless, at least not for me. It requires a massive amount of work. But, there's definitely an added level of having to just create the whole thing again, every time. It's also a very exciting thing, to do that.
Any advice I could give to female directors would be the same as for males: There will be endless difficulties, some seemingly defeating, on your way. That's a given. Just wipe out the very notion of stress. Concentrate on your actors. Obsess about your story and the world it is anchored in. Deal with the hundreds of down-to-earth issues [around] the existence of your film. At some point, everything will be ripe. And you wouldn't be able to stop your film from coming to life even if you wanted to.