Have you done much shooting in the past? If not, I’d suggest getting some training and try out some different guns to see what feels right to you.
If you have, you might have a general idea of what you’re interested in buying.
Good luck!
Some of the best advice on this thread; the place to start if you have not done so already.
My father carried a S&W five shot .38 revolver that was a very nice small weapon. Good stopping power, small, easy to use, easy to conceal. He usually carried it in a magnetic belt holster in the small of his back. I expect it would also fit very well into a purse.
I'm sure there are various manufacturers of something similar. I would avoid the larger models and smaller calibers. The glock 9mm, for example, is too large a gun and the bullets are too small to provide the stopping power you want. Also, given the ergonomics of the average female, you will probably want a smaller weapon that fits your hand well.