Gaming

The Mass Effect series is still my favorite, you can choose your protagonist to be female and the game will adapt accordingly. Or Dragon Age if you are more into fantasy.

@Mandy

Bayonetta 1 and 2.
Perfect Dark
Half-Life: Alyx

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.

Castlevania: order of ecclesia

Cross code

Oceans heart

Alice games

Stardew valley

There's this weird game from a while back that didn't get much hype.

You'll find it either as "The Experiment" or "Experience112". Got some interesting mechanics, which later influenced another niche game I just realized has a female protagonist: Republique.

Technically, you don't play as a female protagonist. But you're essentially not the main character and you have no discernible physical features anyway, so you could just apply whatever gender you want to whoever you think "your character" is.

It's kind of like... "Female protagonist by proxy". I feel like that's a decent description. The point is that the main character is a (generally) well-written lady protag.

Stardew valley is fun

The modern tomb raiders are pretty decent.

Here's one a ton of people slept on, Disciples Liberation. The protagonist is a chick, you can be pious, kind, hateful, evil and/or fuck your way through the entire world if you want. You can be bi, straight, not get involved in romance at all, doesn't matter. But no matter how you play, you are an absolute badass that can barely beat two soldiers at the start and can nuke literal gods by the end.

Returnal is a great game if you like roguelite mechanics. Great gameplay, art design, and sound. The haptics on the PS5 are excellent too.

The tomb raider Trilogie

Play Sea of Thieves as a female.

Metroid: Fusion is pretty fun!

Soul Hackers 2 is a nice little palette cleanser of an RPG. Not as expansive as other Megaten games but it kept me engaged all the way through. The main party are all adults too which is a nice change of pace.

Alba is a very cute and relaxing game, but it's good! And the eponymous main character is a little girl.

The Longest Journey, Dreamfall, Dreamfall Chapters

Kena: Bridge of Spirits is good. I still gotta finish it, but I've enjoyed it so far.

Resident Evil 5.

Sheva is a badass.

Celeste!

I enjoyed the chill, stylized vibes in Sable. Coming of age, botw-inspired exploration, beautiful world. No (?)Combat—I don’t remember fully, but very little at least. Just explore, experiment, and engage the world around you. A passable world-build/story too!