Women were not allow to compete at the first Olympic in 1896.
1900 in Paris in Ladies Singles Tennis. Charlotte Cooper was the winner and has gone down in history as the first woman to win a gold medal in the Modern Olympic Games.
A woman named Neroli Fairhall was the first papaplegic to compete alongside ablebodied athletes in 1984. She was an archer from New Zealand.
In 1896, in Athens Greece, the heats of the 100 metres were the first Olympic event to be conducted, and the winner of the first heat, Francis Lane, can thus be considered the first Olympic winner. Women were not allowed to compete at the 1896 Summer Olympics. In 1900, in Paris France, Charlotte Cooper was the first woman to become Olympic champion after winning the women's singles tennis competition. 
That was ladies singles tennis and the first woman to win an Olympic gold medal was Charlotte Cooper of Great Britain at the 1900 Games in Paris.
On June 19, 1949, Sara Christian became the first woman to compete in a Nascar event. The series was then known as "Strictly Stock". On July 10, 1949, Louise Smith and Ethel Mobley became the second and third women to compete. Janet Guthrie was the first woman to compete in a Winston Cup Series event.
While only men were allowed o compete, all could watch even the ancient olympics. Who was first woman can't be determined.
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The first woman to win an Olympic event was England's Charlotte Cooper, who won the tennis singles in 1900
everyone is allowed to compete but in the early 1900's woman were not allowed to compete