Sheena Queen of the Jungle was the first female character to star in her own comic book. The character debuted in the first issue of the comic Wags, published in the UK in 1937; by her debut in the USA came in the first issue of Jumbo Comics in September 1938. In spring 1942 came the first issue of Sheena Queen of the Jungle. The first issue of Wonder Woman also appeared in 1942, but not until the summer of that year.
Sheena Queen of the Jungle ran for 18 issues, the last one appearing in winter 1952. In the syndicated TV series Sheena Queen of the Jungle (USA, 1955-56), actress Irish McCalla played the lead.
Comments below may relate to previous holders of this record.