Final Fantasy X-2 comes to mind. I didn't finish it, but it's well-reviewed so...
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I loved the gameplay of X-2, but the story is a bit lackluster and it's really easy to accidentally skip huge portions of the game and find yourself underleveled to a debilitating degree.
Great lists already. I'll add What Remains of Edith Finch
The tomb raider Trilogie
I just started playing Asscreed Odyssey last week, having fun so far. A bit of a departure for the series, more of a Witcher-style open world action-adventure game in ancient Greece. You can select between player characters Alexios (male) and Kassandra (female), I picked Kassandra, I like her, she seems decently written and the voice acting is great.
Elden Ring is incredible, although it's silent protagonist (aside from grunts etc), and might be too difficult. I know many women who love it though.
CrossCode is an excellent neo-retro overhead 2D action RPG. Great combat system, puzzles, and story.
Valheim isn't very story heavy but it's an incredible exploration/survival/crafting game, one of my all time favourites.
Steve Jackson's Sorcery! Parts 1 & 2 (and sequels Part 3 and Part 4): Masterfully crafted interactive "choose your own adventure" videogame, pretty much a video-book with an immersive story and wonderful illustrations. Highly recommended, I've been enjoying Jerma985's streams of it. You're constantly making choices that will completely change the outcome of the game, there is a rewind button if you need it.
Control has already been mentioned by others, I also recommend it. Great writing, graphics, lots of humour in the environment. Especially if you're a fan of SCP. Honestly the combat got a little monotonous towards the end but it didn't overstay its welcome. The documents you find around the world are hilarious and well worth a read.
Play Sea of Thieves as a female.
Metroid: Fusion is pretty fun!
Skullgirls!
Extremely retro, but currently available on the Mac App Store: Mess O' Trouble. It was a WorldBuilder game--think Infocom, but with static pictures you could interact with. I believe your choice of Daredevil Dawn or Fearless Frank had some impact on the gameplay if you got far enough, but child me never did.
The Longest Journey, Dreamfall, Dreamfall Chapters
This is what I was coming here to recommend. April is a great character, and the series is really good. The first is very much old-school point & click, with the sometimes highly obscure puzzles that entails, but the story is excellent.
Gravity Rush
Some not yet mentioned.
- Heaven's Vault
- Mirror's Edge
- Portal 1 and 2 (technically, though she's mute and it's first person so not that it matters much)
- Slime Rancher
- Spiritfarer
there's a demo for a game on steam called Laika: Aged Through Blood which has a badass motorcycle mom
Play Gris, if for no other reason than the art. It's just so beautiful.
I reply it from time to time. I love it!
Seconded
Resident Evil 5.
Sheva is a badass.
Good is an incredibly subjective term. May be you can try Control. Or, if you're into rythm games and metal, I'd recommend Metal: Hellsinger.