As far as the modern Olympics is concerned, the Games of the II Olympiad, staged as part of the Exposition Universelle or, in English, ‘Universal Exhibition’, held in Paris, France between April and November 1900, were the first in which women took part. It would be fair to say that the Games were a shambolic affair, with no opening or closing ceremony and confusion among competitors as to what was, and what wasn’t, an Olympic event.
Nevertheless, the first female Olympic gold medallist in any event was American-born sailor Countess Hélène de Pourtalès who, alongside her husband Hermann de Pourtalès and his nephew Count Bernard de Pourtalès, represented Switzerland in the 1 to 2 ton class. Collectively, they sailed the Swiss boat, Lérina, to victory over seven French boats over a less-than-ideal 10-nautical mile course on the River Seine near Meulan on May 22, 1900.
To answer the headline question, though, the first female Olympic gold medallist in a individual event was British tennis player Charlotte Cooper. Cooper had already won the Wimbledon ladies’ singles three times, in 1895, 1896 and 1898 and would do so twice more, in 1901 and 1908. However, on July 11, 1900, she faced Frenchwoman Yvonne Prévost, also known as Hélène Prévost, in the Olympic ladies’ singles final at the Cercle des Sports de l’Île de Puteaux in Paris. Cooper won in straight sets, 6-1, 6-4, to ensure her place in Olympic history.