Eskarina Smith is the earliest female lead character I can recall that I'd still identify as a favourite protagonist. I read Terry Pratchett's Equal Rites when I was somewhere around ten or so, and she's still one of my favourite characters ever. It long annoyed me that she hadn't reappeared in any later Discworld novels, so it delighted me when she finally did (even if it was mostly a cameo appearance in someone else's story).
Esk's absence was also made much easier to tolerate through the presence of the wonderful Granny Weatherwax, Susan Sto-Helit and Tiffany Aching throughout various parts of the series.
Really, Discworld should just be required reading for everyone. It's proof that something that can be both tremendously educational and tremendously entertaining, all at the same time.
I sometimes wonder just how much reading Equal Rites when I did has to do with my intense dislike for helping to perpetuate broken systems. I certainly use Granny's "headology" lessons on an almost daily basis.