First Female Olympic Medalist: Countess Hélène de Pourtalès
The first female Olympic Games gold medalist is commonly listed as England's Charlotte Cooper, who won the tennis singles event on July 11th. However, there was a gold medal awarded to another female prior to this on May 22, 1900.
Hélène de Pourtalès (born in New York City as Helen Barbey) was a Swiss sailor on the boat Lérina, which won the gold medal in the first race of the 1-2 ton class (which was part of the Olympic program) and silver medal in the second race of 1-2 ton class (part of the Expo program). She also participated in the open class, but did not finish. Hélène was 32 at the time of the Olympics. Her husband Hermann and her husband's nephew Bernard were also crew members on the Lérina.
England's Charlotte Cooper did indeed win a gold medal to become the first individual female Olympic champion, as winner of the women's tennis singles tournament. She also won a gold medal in the mixed doubles.
Therefore the record should show that Hélène de Pourtalès was the first woman to compete at the Olympics and the first female Olympic gold medalist.