2) Zelda

First Appearance: The Legend of Zelda (NES, 1986)
There’s a running joke about how Zelda is never the star of the games that are named after her, but unlike Princess Peach, Zelda has been a more proactive character over the course of her history. In The Legend of Zelda and Zelda II she was largely inactive, but by the time A Link to the Past rolled around, Zelda really began establishing herself as a true heavyweight. Her turns as Tetra in Wind Waker and Sheik in Ocarina of Time remain highlights of Zelda, both highlighting her as independent and tough. Her latest appearance in Hyrule Warriors has shown off Zelda as a fighter in a way that fans have never seen before, but it resonates strongly and matches her as a character. Zelda continues to play a bigger role in Link’s adventures, truly earning the moniker of legendary each time out.
Samus is an easy favorite, but glad to see Jade (from Beyond Good and Evil) represented as well. She is by far one of my favorite female protagonists and not one that gets a lot of attention.
:)
Princess Peach should be much higher on that list, still a good list though.