Another twofer: Mary and Flo (Florence) in Stop In The Name of Love - The Supremes.
Leah: Roy Orbison
Rhiannon (Fleetwood Mac)
Sara
Greta
Alice
Jane
Juliet (all Stevie Nicks)
Caroline (Firewater)
Oops, Sara is from Fleetwood Mac’s oeuvre, not Stevie’s solo work.
Also from Fleetwood Mac:
Caroline
Miranda
Diane
What? More than 80 posts and no
Peggy Sue?
Thank you, Buddy Holly.
Here’s what we have so far, so the challenge is to come up with new ones.
I added a few I thought of along the way: “My Antonia” Emmlyou Harris and Dave Matthews, “Mary Ellen (Carter)” Stan Rogers, “When Thelma Takes the Stand” - Chicago the show
Adelaide, Adriana, Adrienne, Aime, Alberta, Alice, Alicia, Alison, Althea, Aly, Alyson, Amanda, Amelia, Amie, Amy, Angela, Angelina, Angie, Anita, Anna, Anna Lee, Anna Molly, Annabel, Annie, Antonia, Arabella, Audrey, Aurora, Babooshka, Barbara Allen, Barbara Ann, Bathsheba, Be-Bop-a-Lula, Bernadette, Bertha, Betsy, Bette, Betty, Betty Lou, Beverly, Billie, Billie Jean, Bobbie, Bobbie Jean, Bobbie Sue, Boney Maronie, Brandy, Breña, Brenda, Brigitte, Camella, Candy, Cara, Carla, Carmelita, Carol, Carolina, Caroline, Carrie, Carrie Anne, Cass, Cassandra, Cassie, Cathy, Cecilia, Charlotte, Chasey, Christine, Cindy, Claire, Clarabella, Clawdy, Clementine, Colette, Condi, Cora, Corrina, Cymbaline, Daisy, Daniella, Daria, Dawn, Debbie, Debbie-Rae, Deborah, Dee-Dee, Delilah, Dena, Denise, Diana, Diane, Dianne, Diggy Liggy Lo, Dinah, Dinah Flo, Dona Maria, Donna, Doreen, Dorina, Dorothy Lee, Elaine, Eleanor, Electra, Elise, Elizabeth, Ellen, Ellin, Eloise, Emily, Emma, Enid, Erica, Ester, Ethyl, Evangeline, Fancy, Fanny, Fauna, Fedora, Felina, Flo, Flora, Frankie, Gail, Georgy, Gina, Ginger, Gloria, Grace, Greta, Griselda, Guinevere, Gurtrude, Hattie, Helen, Helena, Hermoine, Holli, Holly, Honey, Ida, Isabelle, Isadora, Isis, Jackie, Jamie, Jane, Janet, Janie, Janine, Jean, Jean-Marie, Jeannie, Jennifer, Jenny, Jesse, Jessica, Jezebel, Jill, Joan, Joanna, Joanni, Joey, Jolene, Josephine, Josie, Judith, Judy, Julia, Julianne, Julie, Juliet, Karen, Kate, Katherine, Kathleen, Kathy, Katie, Katy, Kay, Kelly, Kiko, Lalena, Lana, Laura, Lauren, Laurie, Layla, Leah, Leilani, Libby, Lil, Lillianne, Lily, Linda, Lisa, Little White Dove, Liza, Liza Jane, Lizzy, Lola, Lolita, Loretta, Lori, Lorraine, Louse, Lucille, Lucretia, Lucy, Lupe Lu, Lyla, Madelaine, Madeline, Magdalena, Maggie, Maggie May, Mandy, Maria, Marianne, Marie, Marilyn, Marlene, Martha, Mary, Mary Jane, Mary Mac, Mary Ellen, Mary Lou, Mary-Anne, Mattie, Maude, Maureen, Maybelline, Medusa, Meg, Melanei, Melinda, Melissa, Michelle, Millie, Mimi, Minnie, Miranda, Molly, Momo, Monica, Nancy, Natalie, Nicole, Nikki, Nina, Nora Lee, Olivia, Paloma, Pam, Pamela, Patty, Paula, Pauline, Peaches, Peggy Sue, Penny, Philippa, Polly Anne, Polly, Pomerante, Prescilla, Prudence, Ramona, Rebecca, Renee, Reno, Rhiannon, Rhonda, Rita, Roeena, Ronnie, Rosa, Rosalina, Rosalita, Rosanna, Rose, Rosemarie, Rosemary, Rosie, Roxanne, Roxie, Rozetta, Ruby, Sabina, Sadie, Saffron, Sally, Samantha, Sandra, Sandy, Sara, Sarah, Scarlet, Sheba, Seattle, Shannon, Sharona, Shauna, Sheena, Shelia, Shelley, Sherri, Sherry, Shirley, Sloopy, Sophia, Stacy, Stella, Sue, Sugar, Susan, Susanna, Suzanne, Suzy, Suzy Q, Sylvia, Tammy, Tanya, Terri, Thelma, Tina, Valencia, Valerie, Venetia, Vera, Veronica, Vicky, Virginia, Wendy, Windy, Wynona, Xylla, Yetta, Yoko, Yoshimi, Zsa Zsa
Not sure if you want to consider this an alternate spelling or a separate name, but: “(Visions of) Johanna” by Bob Dylan
“Cinnamon” by Derek
“(Sweet Lady) Genevieve” by the Kinks
“Victoria” by the Kinks
And probably every female R&B singer of the past decade has either mentioned herself or been mentioned in a song. Examples:
Rihanna (in “Umbrella”)
Shakira (in “Hips Don’t Lie”)
Jefferson Starship also does a song called “Caroline.”
Did anybody mention “Athena” by the Who yet? Or Maggie from Dylan’s “Maggie’s Farm”?
And Aunt Sarah, Siffronia, Sweet Thing, and (her! name! is!) PEACHES!!! from Nina Simone’s “Four Women.”
Brandy (Looking Glass)
Barbie (from “Barbie Girl” by Aqua)
Cinderella (by the Cheetah Girls)
Sukey, Lotte (from “Mack the Knife”)
“(For He’s Gone and Married) Yum-Yum” (Gilbert & Sullivan)
“Bess (You Is My Woman Now)” – from “Porgy & Bess”
Delia (“Delia’s Gone” by Johnny Cash among others)
Becky (“Last Train from Poor Valley” by Norman Blake)
Darcy (“Darcy Farrow” by Steve Gillette)
Juanita (from “Fat Man in the Bathtub” by Little Feat)
Sharon (by David Bromberg)
…and how could we forget…
“A Girl Named Sandoz” by the Animals?
To fill in some missing names (I hope this isn’t “cheating” - I do collect these songs and I’m just going down the list in my ipod)
Abigail - The Broken West
Adia - Sara McLachlan
Allison - Permanent Me (Allison with 2 Ls vs Alison)
Amber Awaits - Blues Traveller
Angeline is Coming Home - The Badlees
Anne-Marie - DAn Dyer
Annie May - Tony Toni Tone
Appeline - Ghost Repeater
Ariel - The Mayflies USA
Beth - Kiss
Hey Brittany - Forever the Sickest Kids
Carmen - Anything Box
Carolyna - Melanie C
Cerilene - Sister Hazel
Chantal & Leroy - Carolyn Mark
Colleen - The Heavy
Come on Eileen - Dexy’s Midnight Runners (did we really miss this one?)
Dahlia - Curtis Wayne
Dear Hannah - Metro Station
Elodie - David Mead
Felicia - Blues Traveller
Fiona - Marcus Eaton & the Lobby
Gillian - The Waifs
Gracie - Ben Folds
Gwen - The Broken West
Hey Heather - Farewell
Jainy - Five for Fighting
Josey - Hey Monday
Julianna - Audrye Sessions
Kate - Thrillcat
Kelsey - Metro Station
Kim the Waitress - Green Pajamas
Leigh - Nathan Angelo
Lena - The Nines
Lila - Stillwater
Lilah - Alkalid
Lillian - +44
Luanne - Foreigner
Lucinda - Jessie Malin
Mistress Mabel - The Fratellis
Madison - Cavashawn
Three Marlenas - The Wallflowers
Melody - Down the Line
Mischale - Andru Donalds
Nora - Blessid Hunion of Souls
Ophelia - Natalie Merchant
Rosalie - Thin Lizzy
Rosealia - Better Than Ezra
Sad Theresa - Warrant
Sofia - Live
Stephanie - Milow
Tess - Newton’s Theorem
Valentina - Drew Isleib
Violet - Dakota Moon
Xavia - The Submarines
Xena - Universaldice.com
Yvonne - Wild T & The Spirit
Zoe Jane - Staind
Does “Jessie’s Girl” count? How bout “My Sharona” ?
Another I hadn’t thought of, but it just came on in my office: So Fine-Betty Jean, by Canned Heat.
And evidently “Blue Jean” is a girl’s first name, according to David Bowie. He just met a girl by that name.
Marsha (in “The Name Game” by Shirley Ellis)
“(Darlin’) Corey” by Flatt & Scruggs
“Sugaree” (Jerry Garcia)
Kitty (from “Kitty Can” by the Bee Gees)
“Velouria” (Pixies)
I wrote a song in which one of the characters was named Charlene, and I was starting to hope that it was the only one… but a Google search turned up:
“Charlene” (Anthony Hamilton)
From Billie Joel’s We Didn’t Start the Fire:
Doris Day
Marilyn Monroe
Princess Grace (nee Kelly)
Sally Ride
At this point, I’m half-tempted to start a thread about women’s names that aren’t mentioned in a pop song. Seems like that’d be a much shorter list. 
Billie Jean (Michael Jackson)
Daisy Jane (America)
Waltzing Matilda
This one’s not on the list:
Marian, from the Madame Librarian song from The Music Man
No Hendrix fan here? Three of his songs mention girls names.
Catherina, from 1983 (A Merman I Should Turn To Be)
Dolly, from Dolly Dagger
Dolly Mae, from Wait Until Tomorrow
Also:
(Whole lotta) Rosie - AC/DC.
I’m a huge Tom Paxton fan, and love his “Annie” trilogy:
Has Annie Been In Tonight?
Annie’s Going to Sing Her Song
When Annie Took Me Home
“(Sweet) Adeline”
“(Darling) Anne” by Walter Forbes (you won’t find it on the Internet but I have a copy on vinyl!)
“Little Red Riding Hood” by Sam the Sham & the Pharaohs (not sure which part of that is a “first name”)
“Darlene” by Led Zeppelin
“Selene” by Gong
“Tipitina” by Professor Longhair
“Iphigenia (in Brooklyn)” by P.D.Q. Bach
“Dulcinea” from “Man of La Mancha”
(There must be huge numbers of classical women’s names in operas and cantatas, but I don’t know them. for example, I would assume that “Aida” and “Carmen” are mentioned by name in those operas at some point, but I don’t know!)