The female lead in Kingdom Hearts is Kairi.
Kairi is one of the central original characters in the series and the childhood friend of Sora and Riku. She lives with them on the Destiny Islands before the events of the first game separate the trio. Her disappearance becomes one of Sora's main reasons for traveling between worlds alongside Donald Duck and Goofy.
Kairi is also one of the seven Princesses of Heart, people whose hearts are free from darkness. In the original Kingdom Hearts, her heart is separated from her body and takes refuge inside Sora. Sora ultimately sacrifices his own heart to restore hers, making Kairi's role central to the game's story rather than merely that of a character to be rescued.
Later games develop Kairi into a Keyblade wielder. She trains with Axel, later known as Lea, and participates in the conflict against Xehanort. Naminé, Xion, and Aqua are important female characters, but they are not the series' canonical female lead or the answer to this question.