Short answer:
We have evidence that transmission to women occurred earlier in Africa, but the first cases in women with distinct diagnoses are seen in the West in the 1970s. These earliest patients were only understood to have had HIV/AIDS years after their death-- the diagnosis was unknown at the time of their illness and demise.
Discussion:
The earliest direct evidence we have of an HIV infection is a blood sample from 1959; it's quite likely that there have been earlier infections-- this is the oldest biological material that we can test. This sample was collected from a man in what is now Kinshasa, Democratic Republic of the Congo (at the time it was Leopoldville, in the Belgian Congo).
In 1976, a Norwegian sailor who'd apparently contracted HIV many years earlier in Africa, his wife, and their 9 year old daughter all die of AIDS. The wife and daughter are the first clearly identified women to have been infected in the West, but women must have been infected in Africa previously. The wife is presumed to have been infected sexually, the daughter perinatally.
In 1977, a Danish surgeon (female) who'd been working in Africa and had been ill for some time, dies after a long illness of what later is understood to have been AIDS.
Women in the West are known to have contracted HIV through blood transfusions very early in the epidemic, for example Elizabeth Glaser is known to have been infected by a blood transfusion in 1981, and her daughter then infected perinatally.
In 1984 a CDC team goes to Africa and tests healthcare workers at the Mama Yemo hospital in Kinshasa, they obtained
serum samples were available [from] 2384 persons. 152 (6%) participants, 76 women and 76 men, were repeatedly seropositive for HIV by enzyme-linked immunosorbent assay (ELISA).
Note the 50-50 male/female distribution. There were further workups on some of the seropositives (Western blot and other techniques). This is one of the first reports of significant numbers of seropositive women in Africa.
Epidemiologists and viral geneticists can reach farther back in time than direct evidence-- that is, by looking at the genetic changes in this rapidly mutating virus they can infer some of its history for earlier periods where we don't have surviving biological samples to test. Using such techniques, there is evidence that HIV appeared and spread from Kinshasa/Leopoldville in the 1920s, and that there was heterosexual transmission at this time, but these are not individual case reports, rather they're inferred from patterns in the changes in the viral genome measured correlated with location.
It's worth remembering that at the time HIV/AIDS became an epidemic, it was substantially beyond the then current understanding of viruses and the immune system. Along with prion disease, HIV posed not just a medical challenge of sick patients, it posed a scientific challenge "why are these people sick?" The understanding of the workings of retroviruses themselves were a very new advance at the time. So if one thinks of a patient who might have shown up at a hospital in the Congo in 1965 with fever, swollen glands, various infections-- there were no diagnostic tools to differentiate that as HIV, and their case could easily have been lost to medical history. It took dramatic discoveries in virology and immunology in order to understand what was happening with HIV/AIDS patients and to rapidly and confidently identify them, particularly against a background of other tropical diseases causing somewhat similar symptoms.
Sources:
Fro̸land, S. S., Jenum, P., Lindboe, C. F., Wefring, K. W., Linnestad, P. J., & Böhmer, T. (1988). HIV-1 INFECTION IN NORWEGIAN FAMILY BEFORE 1970. The Lancet, 331(8598), 1344–1345. doi:10.1016/s0140-6736(88)92164-2
Bygbjerg, I. C. (1983). AIDS IN A DANISH SURGEON (ZAIRE, 1976). The Lancet, 321(8330), 925. doi:10.1016/s0140-6736(83)91348-x
Faria, N. R., Rambaut, A., Suchard, M. A., Baele, G., Bedford, T., Ward, M. J., … Lemey, P. (2014). The early spread and epidemic ignition of HIV-1 in human populations. Science, 346(6205), 56 LP – 61. https://doi.org/10.1126/science.1256739
MANN, J. (1986). NATURAL HISTORY OF HUMAN IMMUNODEFICIENCY VIRUS INFECTION IN ZAIRE. The Lancet, 328(8509), 707–709. doi:10.1016/s0140-6736(86)90229-1
Hogan, C. A., Iles, J., Frost, E. H., Giroux, G., Cassar, O., Gessain, A., … Pépin, J. (2016). Epidemic History and Iatrogenic Transmission of Blood-borne Viruses in Mid-20th Century Kinshasa. The Journal of Infectious Diseases, 214(3), 353–360. https://doi.org/10.1093/infdis/jiw009
Vahlne A. A historical reflection on the discovery of human retroviruses. Retrovirology. 2009;6:40. Published 2009 May 1. doi:10.1186/1742-4690-6-40