Fantomah is, at least arguably, the first female superhero, appearing in 1940. From the one story I’ve read, a villain shows up, terrorizes ‘the jungle’ and kills ‘thousands’ of people (and at least a few elephants) before Fantomah just sort of wanders in and instantly defeats him without even the slightest effort. She has the appearance of a generic blonde ‘bombshell’ type but when using her powers, which seem to have no limitations or logic, her skin turns blue and her face contorts into a skull. Her blonde hair, however, is unchanged. She’s pretty weird.
*much larger on DeviantArt