Were women aboard the first colonial ships coming to America?

Yes, several early colonial ships did include women. While we usually think of the first colonies in America as belonging to the British, it is important to remember that the Spanish colonization of Florida occurred almost 50 years prior to the settlement of Jamestown. Juan Ponce de Leon landed in Florida in 1513, though he did not establish a colony at this point. His later attempt in 1521 to establish a colony was thwarted by Native Floridians. However, both of these expeditions included women on the ships.
In 1564, French Huguenots founded Fort Caroline near Jacksonville. The fort was destroyed the following year, though it was notable that the Spanish spared the women and children after capturing the fort. The French retook the fort two years later.
The first English settlement to be established was at Roanoke Island in North Carolina (what is now the Outer Banks). This settlement began in 1587 and included 120 men, women, and children. The Roanoke settlement did not succeed. The first English Settlement that did succeed was founded by the Virginia Company at Jamestown. Women were not brought on the initial ship transporting Jamestown settlers, though the first women in the Jamestown settlement did arrive the year after the settlement was founded. However, few women arrived in Jamestown initially and, coupled with the high death rate over the first decade of the settlement, this led to significant issues in the settlement. Ultimately, the Virginia Company had to find women in England willing to marry a man they had never met and transport them into the colony as wives in order to prevent the failure of the Jamestown settlement.
In summary, women were present on a number of the first colonial ships in America, though they were often in the minority.