You will find heroines in many mythological stories, along with famous women whose lives are part-history and part-legend. Put three or four stories together, and you have a Heroines project.
Research Tip: Wikipedia is a great resource for both mythological and legendary women. There is a long list of warrior women in folklore, and if you want to zoom in on Greek mythology, see the list of notable Greek women, and you will find similar lists for the folklore and mythology of other countries, sometimes with the women separated out, sometimes with the heroines mixed in with the heroes. For example, the list of Irish mythological figures lists heroines along with the heroes.
And you might also want to check out the heroes research section: after all, you could do a gender-flip project where you take hero stories, and turn them into heroines!