Monasticism started in the Egyptian desert. First men (St. Anthony the Great is considered to be the founder of monasticism - he was actually the first ascetic known to escape into the desert), and then women. Among the "Sayings of the Desert Fathers," there are also some from Desert Mothers. I remember Amma (Mother) Sarah.
Nun is an Egyptian (Coptic?) word.
Per my Orthodox spirituality class instructor last summer, being a monastic held a great appeal to women, even until relatively recently. In a society where women married young and dying in childbirth was a real risk, the monastic life was a very real option to them. They might actually get educated somewhat, and they might have more power (authority) than they would have in a household headed by their husband. It was often a relief to parents of a large family.
Some women were hermits, rarely seeing anyone else. St. Mary of Egypt is a type of this. Others lived in a very small community with others, while the later norm was a larger monastery. In the Orthodox tradition, monastery refers to a monastic community, whether male or female. Convent is a Western Christian usage.
Sorry, I don't have the time to dig out anything - have to get to work.
There were early communities of Christian virgins or widows who dedicated themselves to prayer and good works, but more organized monasticism is a later development. St. Anthony went into the desert in the late 3rd Century.
A more modern example of an Orthodox female monastic is St. Elizabeth the New Martyr, Grand Duchess of Russia, murdered by Bolsheviks in 1918, or Nun Gavrilia, who worked with lepers in India (died 1992).