I don't think this question applies just to women. I believe that anyone shooting for the first time should start with .22, and only move up after they have mastered the basics (grip, stance, aiming, follow-through, etc.) There is so much to learn. Worrying about recoil only hampers the learning process.
I also "double-plug" (foam plugs + cans) new people on the range. Anything I can do to make it less stressful improves the learning process.
Great advice