There's other female characters in some of these games, but these are the characters that stood out to me the most.
Ellie from Last Of Us
Lora Croft from Tomb Raider, I actually like the new game version better than the ps1 era Lora. She has way more character than the original games.
Harleen Quinzel (Harley Quinn), Selina Kyle (Catwoman), Pamela Lillian Isley (Poison Ivy) from the Batman game series.
Yennefer, Ciri, Shani, Keira Metz, Saskia, Tomira, Cerys an Craite, Iris, Elihal. Even though I don't like these characters, they are pretty unique: Philippa Eilhart & Sile de Tansarville. And can we reconize the elder characters with small parts too; Marlene de Trastamara & the frying pan quest. I like that they added old people to the game, it makes it so much more realistic & the fact that you can interact with them, not just there in the background.
Chloe Frazer from Uncharted The Lost Legacy. Incredible game.
Eve Frye from Assassin's Creed. I loved the brother sister duo aspect.
Madison Paige from Heavy Rain.
Kara & Chloe from Detroit: Become Human
Clementine from The Walking Dead game series.
Elizabeth from Bioshock.
Judy & V from Cyberpunk.
Leliana Morrigan, Sera from Dragon Age.
Alice from Alice Madness Returns.
Other Notible characters:
Cassandra from Assassin's Creed,
Chloe Price from Life Is Strange,
Jodie Holmes from Beyond: Two Souls,
Abigail Walker from Second Son,
Aloy from Horzon Zero Dawn,
Kaitlyn & Emma from The Quarry,
Clar Lillie from Watch Dogs Legion, Panam Palmer & Alt Cunningham,
Evelyn Parker from Cyberpunk 2077, Cait & Piper from Fallout 4,
Parvati Holcomb & Ellie Fenhill from The Outter Worlds.