Upvote:8
I believe that honour belongs to Julia Drusilla, the sister of the emperor Gaius (commonly known as Caligula).
As explained in A Companion to Women in the Ancient World by Sharon L. James, and Sheila Dillon,
Members of the imperial family began to receive worship, especially in the Greek East, from the time of Augustus, but the first woman to be deified was Drusilla, the sister of Caligula, followed by Livia, the wife of Augustus.