Many actors and actresses have played the lead roles. The most famous are perhaps Audrey Hepburn as Eliza Dolittle and Rex Harrison as Professor Higgins in the 1964 film
Rex Harrison plays as Higgins, a professor of phonetics who teaches Eliza (a lower class girl played by actress Audrey Hepburn) how to speak properly in the musical, My Fair Lady, based on...
ermmm ... well normally a lady , however it depends on the play and the genre for example a comic play e.g a panto , a lot of the time women are played by men.