Sperm are tiny, multitudinous things, just barely genes and a motor to help them move toward the egg. Eggs are relatively enormous and contain all the machinery for growing a human. Further, in the standard mammalian plan, fertilization takes place inside the female and then, after birth, the baby is fed through the female's body. For a male mammal, then, the minimum investment required to create a baby, and thus pass on the genes, is a few moments of insertion and ejaculation. For a female it is months or years.
This makes a big difference, because while the female is growing and feeding a baby, she can't have another baby. As a result, one male can have children with many females at once, but not vice versa.
This discrepancy then entails a male-female difference in optimal reproductive strategy. Females should be prone to invest more in their offspring than males, because they can have fewer, and so each one matters more. This predicts that females should tend to be choosier when selecting mates, with an eye out for mates with the right genes and, in species in which this is an option, with the inclination to stick around and protect them and their offspring. Because males benefit from being chosen by females, there should be a corresponding trend for males to compete with one another for access to females, so they tend to be bigger and stronger, and often have evolved special weapons. They also advertise themselves to females, and so have evolved traits such as elaborate tails and markings. This is why the flamboyant tail belongs to the peacock, not the peahen.
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