Margaret Cavendish was the first woman to write memoirs. Her memoirs were published in 1653 and were called "The Life of the Thrice Noble, High and Puissant Princess, Margaret Duchess of Newcastle." The memoirs were a collection of her thoughts and experiences, and they were very popular at the time.
The Enchanting Reign of Margaret of Valois: How Well Do You Know the Queen Consort of France?