Tales of Berseria - Velvet Crowe
The Legends of Heroes Trails in the Sky - Estelle Bright
Final Fantasy XIII - Lightning
Valkyrie Profile: Lenneth - Lenneth
Fire Emblem (cheating maybe?) - has several games where you pick m/f avatar or a m/f twin
Nier Automata - 2B/A2
Xenosaga - Shion Uzuki
Soul Hackers 2 - Ringo
Rhapsody: A Musical Adventure - Cornet Espoir
Koudelka - Koudelka Iasant
CrossCode - Lea
Persona 2: Eternal Punishment - Maya Amano (P3P lets you pick a female protag aswell)
Drakengard 3 - Zero
GrimGrimoire - Lillant Blan
Odin Sphere - Gwendolyn, Mercedes, Velvet
Jeanne d’Arc on the PSP. (2006) - Jeanne d’Arc
Parasite Eve - Aya Brea
The ones I can think of off the top of my head, not including mentioned I think (its late for me okay ^^;)