Aleema Keto was a Sorceress of the dark side who founded a cult with her cousin Satal called The Krath. She seduced Jedi Knight Ulic Qel Droma, and possessed powers including a serpent she used on enemies. Aleema and Ulic became lovers till she betrayed him and died creating a Supernova. Aleema was a leader of the Krath Crusade, and The Krath, Heiress and then Empress of Teta System. Her powers Exar Kun derided as only the beginning, that he possessed the deeper knowledge of the dark side. Still she retained a station in Kun’s Brotherhood of the Sith. She was quite ruthless, killing her cousin Satal, and betraying Ulic. In the end her serpent nature lead to her destruction.
She was with Ulic so long, they being very romantic, I wonder at her having Ulic’s children. She I believe was the earliest dark sider woman. Most think of Mara Jade as The Emperor’s Hand or Asajj Ventress. Aleema predates them.
Arden Lyn was earlier. If one is thinking "earliest in publication order", there's Lumiya in Classic Marvel SW.
I meant earliest published, as in who we saw first as a woman Sith in media, Sorzus first appears in the 2012 Book of Sith: Secrets of the Dark Side, while Aleema appears in 1994’s Tales of the Jedi: The Freedon Nadd Uprising: Intiates of the Sith Comic. Golden Age of the Sith is 1996 and 1997 respectively.
And Lumiya as "Dark Lady" appears in 1985, even if it's not elaborated all the way to "Dark Lady of the Sith".
As far as I know. There might be some "female, darksider, non-Sith" out there though. Morag the Tulgah Witch from the Ewoks cartoon, and Charal the Nightsister, might count for those purposes- Morag appeared in a September 1985 cartoon episode, Charal in a November 1985 movie - both slightly post-date the Duel With A Dark Lady comic though.