The Female Titan was one of the Nine Titans and possessed the ability to easily mimic the attributes of the other Titans. It could also selectively harden parts of its skin and attract Pure Titans with its screams, possibly due to its aforementioned mimicry ability.
Abilities: The Female Titan appeared female regardless of its possessor's biological sex. According to Annie, it was particularly easy for the Female Titan to exhibit abilities similar to those of the other Titans if it consumed parts of them. As a result, Marley heavily experimented on her.
History: The Female Titan, like all the Nine Titans, was brought into the world after the death of Ymir Fritz. In the 1,700 years following her death, the Female Titan was held in the possession of one or several of the warring Eldian houses subservient to the Founding Titan. After these seventeen centuries when Karl Fritz, the 145th King of the Fritz family, abandoned the conflicts of Eldia and relocated to Paradis Island, the Female Titan was taken by the nation of Marley during the Great Titan War.
Story: Five years later, Annie's Female Titan makes its first appearance in the Walls during the 57th Expedition Outside the Walls. With suspicions that Eren Yeager has inherited the Founding Titan by some means, the Warriors change their goal from wiping out the Eldians in the Walls to capturing Eren Yeager. Having heard of Eren's supposed position in the expedition from a fellow Warrior, Annie attacks the right flank of the formation first in search of Eren, taking precautions not to kill any soldier in the Survey Corps before seeing their face.
Source: Female Titan, available under CC BY-SA 3.0.