Gaming

There's Alien: Isolation if you're looking for a horror game. Every so often I'll go and give it another playthrough. That game was phenomenal, especially if you're a fan of the Alien movies

Any of the Atelier games

There's this weird game from a while back that didn't get much hype.

You'll find it either as "The Experiment" or "Experience112". Got some interesting mechanics, which later influenced another niche game I just realized has a female protagonist: Republique.

Technically, you don't play as a female protagonist. But you're essentially not the main character and you have no discernible physical features anyway, so you could just apply whatever gender you want to whoever you think "your character" is.

It's kind of like... "Female protagonist by proxy". I feel like that's a decent description. The point is that the main character is a (generally) well-written lady protag.

Alien: Isolation!

Dreamfall: The Longest Journey. After playing it for a while I couldn't stop until I reached the end. It looks aged now but controls are generally nice and the story is amazing.

This is a very obscure one, but there is a mod for Freespace 2 called Blue Planet: War in Heaven which has an amazingly well written story and female lead.

I recommend CrossCode. It's a puzzle-heavy top-down action-RPG. Think 2D Zelda games, but faster paced and sci-fi themed. You play as Lea, an amnesiac who's trying to recover her memories by playing a fictional MMO called CrossWorlds. I love basically everything about it: the art, the music, the characters, the story, the puzzles, the level design; it's just great.

If you're into the anime aesthetic: Nier Automata, Atelier series, and Recettear. I think FFXIII is fun but people would argue otherwise.

@Mandy

Bayonetta 1 and 2.
Perfect Dark
Half-Life: Alyx

A lot of good suggestions here. Remember Me and Mirror's Edge are also good, perhaps not as great some of the truly outstanding ones already posted though. But if you're looking for something with a cyberpunk edge, both will fit the bill nicely.

Stardew valley is fun

Here's one a ton of people slept on, Disciples Liberation. The protagonist is a chick, you can be pious, kind, hateful, evil and/or fuck your way through the entire world if you want. You can be bi, straight, not get involved in romance at all, doesn't matter. But no matter how you play, you are an absolute badass that can barely beat two soldiers at the start and can nuke literal gods by the end.

The Mass Effect series is still my favorite, you can choose your protagonist to be female and the game will adapt accordingly. Or Dragon Age if you are more into fantasy.

Just an FYI on the NOLF bit...

http://nolfrevival.tk/

Shadow of the Tomb Raider. Lara Croft is still a thing...

Surprised no one has mentioned Tomb Raider yet. Others not yet mentioned:

• Assassin's Creed: Liberation, and Chronicles: China
• Beyond: Two Souls
• The Last of Us Part II
• inFamous: First Light

Final Fantasy X-2 comes to mind. I didn't finish it, but it's well-reviewed so...

Chorus is a space dogfighting game that's quite fun. Has good storytelling. Doesn't pad time with repetitive/recycled quests so progression always feels unique. Some people find the inner monologue of the protagonist annoying but it's fine imo

By NOLF you mean No One Lives Forever? If so a quick search gave me this "revival" site, seeing the Windows targets i bet that runs on Wine

Extremely retro, but currently available on the Mac App Store: Mess O' Trouble. It was a WorldBuilder game--think Infocom, but with static pictures you could interact with. I believe your choice of Daredevil Dawn or Fearless Frank had some impact on the gameplay if you got far enough, but child me never did.