I have cities, but no houses. I have mountains, but no trees. I have water, but no fish. What am I?

You raise me one, I raise the stakes; a challenge born from what it takes. The fool withholds me, feeling shame; while a score of me can make your game. What unlocks wisdom is full of neglect; I am the thing you'll least -or most- expect.

The first two letters signify a male, the first three letters signify a female, the first four letters signify a great, while the entire word signifies a great woman. What is the word?

If you bring a lot of me to think, I become a literary storm. When you remove my first letter, i can become a literal storm.

You can't always see me, but you can feel me. You might not trust me, but you have to accept me eventually.