Game: Wild Guns
Heroine: Annie
System: SNES
Year: 1995 (US)
Developer: Natsume
Genre: Shooting

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Game: Wild Guns
Heroine: Annie
System: SNES
Year: 1995 (US)
Developer: Natsume
Genre: Shooting
Game: The 7th Saga / Elnard (JP)
Heroine: Esuna Busy
System: SNES
Year: 1993
Developer: Produce
Genre: RPG
Etc: Esuna, being a classic "elven magic user," is physically weak and very difficult to start out with if you choose her as the player apprentice. Not to mention that the English version of the game was reprogrammed to be more difficult.
(screenshots from MysteriousJG)
Game: Umihara Kawase
Heroine: Umihara Kawase
System: Super Famicom
Year: 1994 (JP)
Developer: TNN/NHK SC, others
Genre: Platformer
Etc: The title of the game comes from the Japanese idiom: "海の魚は腹に、川の魚は背に脂が乗っている" or "Sea fish are fat in the belly, river fish are fat in the back." Umihara Kawase also had a sequel, subtitled "Shun" as well as enhanced PSP and DS ports.
(screenshots from SonicViewer27)
Game: Angelique
Heroine: Angelique Limoges
System: Super Famicom, others
Year: 1994
Developer: Ruby Party
Genre: Dating-sim
Etc: Angelique's success led to the creation of it's own series, and while almost every new canonical game stars a different girl, they are all named some variant of Angelique.
*
I want to say that Angelique is a great game, but it's not. What it is though, is a start.
See, when I was little, and I wanted to play a game "made for girls" (not just one with a girl in it) I played Barbie Game Girl on my Game Boy! (Gotta love the title parallel) It was years later when I found out that in Japan, Koei was attempting to make games for girls that didn't involve half-hearted licensing. (after all, Barbie is the only thing girls are interested in, am I right?)
Angelique was a game with original characters, an imaginative world, beautiful graphics and a unique-ish gameplay system. Of course, it was also a "dating-sim" so it seems Koei didn't fall as far from the branch as they may have wanted. But Angelique was a huge hit and caused Koei and it's new girl oriented studio Ruby Party to continue making games for girls, some which did admirable in breaking loose from the dating-sim stereotype!
Unfortunately, going back to the original Angelique, the game has turned into something of a family unfriendly Aesop over time. In attempting to nourish your own island to prove that you are fit to be queen, you must gain the favor of 8 male Guardians who rule over various elements. While the game never goes beyond a PG rating, the message of using sexual appeal to get what you want from men is still there. Not only that, winning the Guardians over requires memorizing minuscule personal facts about their life, and knowing how to respond appropriately to their desires and needs. None of these men are looking for an intelligent, self-sufficient woman, they want a girl who knows exactly how to please them. (Not to mention, achieving "romance" in the game means eventually giving up your shot as queen. No balancing job and family here!)