[Psychologist Carol Dweck] found that bright girls, when given something to learn that was particularly foreign or complex, were quick to give up--and the higher the girls' IQ, the more likely they were to throw in the towel. In fact, the straight-A girls showed the most helpless responses. Bright boys, on the other hand, saw the difficult material as a challenge, and found it energizing. They were more likely to redouble their efforts, rather than give up....
Researchers have uncovered the reason for this difference in how difficulty is interpreted, and it is simply this: more often than not, bright girls believe that their abilities are innate and unchangeable, while bright boys believe that they can develop ability through effort and practice.
How do girls and boys develop these different views? Most likely, it has to do with the kinds of feedback we get from parents and teachers as young children. Girls, who develop self-control earlier and are better able to follow instructions, are often praised for their "goodness." When we do well in school, we are told that we are "so smart," "so clever, " or " such a good student." This kind of praise implies that traits like smartness, cleverness, and goodness are qualities you either have or you don't.
Boys, on the other hand, are a handful. Just trying to get boys to sit still and pay attention is a real challenge for any parent or teacher. As a result, boys are given a lot more feedback that emphasizes effort (e.g., "If you would just pay attention you could learn this," "If you would just try a little harder you could get it right.") The net result: When learning something new is truly difficult, girls take it as sign that they aren't "good" and "smart", and boys take it as a sign to pay attention and try harder.
There you have it. But notice that this isn't all just "nurture," but nurture in response to nature. Also, the hypothesis that this difference in nurture is the cause of these differences later on is an untested hypothesis.