Q:

Is "so" more feminine than "very"?

Many Japanese textbooks of English mention the "feminine 'so'": the use of "so" for "very" is more typical of a feminine speaker. I don't think this is true in the US (I learned English living in Southern California and have now lived in the US for 10 years), but is it at all true in the UK? In other parts of the world?
Most Japanese textbooks teach American English, by the way.
[edit (responding to Mitch)]
I don't have access to textbooks, but some finds online:
Yahoo! answer Japan: http://detail.chiebukuro.yahoo.co.jp/qa/question_detail/q139835853
To a question about feminine speech, the feminine 'so' is the only example given. I think the belief is relatively widespread.
A blog post: http://ameblo.jp/yoakemae2/entry-11040928287.html
"昔は　feminine soと　よばれ、論理的たるgentlemanは　そのような
表現を　使うべきではないとさえ　言われていたようです。"
(Translation: "In the past, it was called the feminine so, and it seems to have even been said that a rational gentleman should not use such an expression.")
So perhaps this is only in older Japanese textbooks (like the infamous recommendation of "had better do" as a polite suggestion). Still, I'd be interested to see if there's any basis for it.

A:

Exec summary: Yes, 'so' does seem to be used more by females, but it is not a known phenomenon.
Details: 
As a native AmE speaker, introspectively, 'so' and 'very' don't seem to have any gender usage difference (unlike say phaticisms).
'So' does seem a bit more emphatic, a little bit more informal.
The question, though, is difficult to answer authoritatively because there's no accepted dichotomy between male and female speech patterns, so one person's introspection may be very different from another.
So the only way to really attempt to answer this is through data collection.
Luckily, Mark Liberman, in his Language Log blog posting, mid-breakfast, kindly did the needful and looked at actual data using the LDC corpus of telephone transcripts (not free) .
The brief investigation seems to support that women do tend to use 'so' over 'very', more than men (that is, 'so' tends to be more popular in both women and men, but that popularity is moreso with women). 
Of course this comes with all the difficulties of real science like lack of investigation into statistical significance, the possibility of selection bias (maybe it's men and women on the -telephone- that's different?), etc, etc. 

A:

While Lumpy's right as far as slang or informal use of the language goes, we can find that the use of 'so' does not have a feminine connotation in certain formal uses, especially in exclamations such as:

I'm so happy!

as compared to

I'm very happy.

Here the word simply increases the degree of the verb, and can be used by both male and female speakers equally. I'm sure other such examples can be found.

