There is no single "first female" on Earth. The concept of a single first female is a simplification of a much more complex evolutionary process.
Human evolution is a long and winding path, with many branches and interconnections. Scientists believe that our earliest ancestors, the hominins, evolved in Africa millions of years ago. Over time, different hominin species arose, some of which eventually led to our own species, Homo sapiens.
The key takeaway is that there wasn't one single "first female" who gave rise to all humans. Instead, there were many different female hominins who contributed to the evolutionary journey that ultimately led to us.