Recommend to me games with female protagonist, please.

[Fatewinter]

Preferably pc games but I can play via android, emulators, nintendo switch and ps3..

Kinda a late reply, but you could try these ones that came to mind.
PC: Mirror's Edge, Portal 1 and 2, Child of Light, River City Girls, Wonder Boy and the Dragon's Trap remake (Gives you the option to play as Wonder Girl)
NDS (Can use an emulator): Another Code: Two Memories, Super Princess Peach, Scurge: Hive
Switch/Android: Layton's Mystery Journey
Android: Layton Brothers: Mystery Room

I'll second Celeste and Shantae too, which were recommended by other people earlier.

 

[Ohlookitscor]

Horizon Zero Dawn is good! The second game is coming out later this month as well