I know this question technically spans three centuries and hundreds of unique people groups, so I apologize in advance for the generality.
I've been reading a lot contemporary accounts of captivity narratives (think Mary Rowlandson or the Oatman Sisters) all of which share elements of seeming very embellished and with an obvious bias/agenda and racial bent.
How much of the (sort of weirdly parallel) facts of these tales would have been accurate to the true experience, and which were more about a clutch-your-pearls genre? And why did Native American tribes tend to take female hostages? Was this cultural, sexual, or economic?
Speaking only to one of the earliest of these, that of John Smith, his capture, and salvation by Pocahontas, little to nothing! I wrote an answer about this here, and I'd recommend you check it out, as well as the followup comments from other users, especially /u/vertexoflife's addition regarding the popularity of these sexualized narratives with audiences of the time. The sum of it is that in Smith's case, not only does the story sound suspiciously fictitious, or at the least wildly embellished, he actually tried to pass of the same basic story twice, providing a similar account regarding being held captive by the Ottomans, as /u/HIV_Salad points out.
Oh, comment-post-script: I don't mean this in any way to sound doubtful or disparaging of the captives, who obviously were victims of a confusing and terrible ordeal. But captivity narratives in these time periods seem so much influenced by a literary style that was separate/third party from the historical event.