Women in Europe began smoking much earlier than you probably imagine: I addressed women's smoking habits in America not long ago, and you can see that American women a) were actually smoking in various contexts from the turn of the century, and b) were trailing after European women, who found smoking more socially acceptable from the end of the nineteenth century - the incident under discussion in the previous question was a Russian ambassador's wife lighting up at the White House. Cope's Tobacco Plant, a British publication, was describing "emancipated women" smoking cigarettes as early as 1880; the writer, who was generally presenting arguments belonging to an advocate of smoking women which he does not agree with, stated that intellectual women across the continent were smoking and implied that this is a hotly debated topic. In 1894, Lady Colin Campbell published a long piece in the English Illustrated Magazine titled "A Plea for Tobacco":
The growing prevalence of smoking amongst women is one of the most satisfactory proofs of the development of common sense in the female sex (to which I have the great honour to belong); but it is to be regretted that the common sense of the opposite sex has not advanced in proportion, and that in this conservative country, where prejudices die harder than in any other with which I am acquainted, many men are still absurdly shocked if they see a woman enjoying a cigarette.
In it, she made a number of arguments for the practice: the cigarette was delicate and suited to women's bodies; women needed the mental soothing of nicotine as much as men; in the era of snuff and pipes, women were not barred from tobacco; two spouses smoking together would induce domestic harmony.
There was a pushback to this mindset. Immediately following the Plea was "A Counter-Blast" from Mrs. Lynn Linton that takes great issue with Campbell's logic (as well as the presence of women in universities); that combined with the fact that Campbell wrote so much about prejudices against smoking women shows how much resistance there was to women publicly smoking, but they also show that women were taking up smoking visibly enough to cause debate.