The first well written female character that enters my mind is... Kreia from Knights of the Old Republic 2. I remember last playthrough I was totally mystified by her, found her interesting, but also very irked at the same time by the things she would say during our interactions.

Everytime I thought I knew it all, or that I was right, she would say something that would mess me up and make me think, and question. It created an interesting dynamic and I knew there was something more to her.

One day while playing, out of curiosity I looked her up (because I remembered even further back to when I beat the game on Xbox so knew I wouldn't be spoiled). I didn't realize she was so incredibly revered but I understood why, as I continued playing.

... now I really wanna play that game again, as a 31 year old who would understand it even better. It's been at least a decade.