Thanks for the links, this is the first time I got a chance to look at the entire story.
Of course, it would be more correct to call Amazona "a" precursor of Wonder Woman, because there were literally dozens of superheroines before WW, including a few who prefigured her in one way or another. As far as I could make out, here are a few significant firsts:
Domino Lady (May 1936): first female costumed crime-fighter (pulp)
Olga Mesmer, the Girl with the X-Ray Eyes (August 1937) first super-strong heroine in comics (a comic series in a pulp magazine)
Golden Amazon (April 1939): first super-strong female heroine to overtly reference the Amazon myth (pulp, later paperback novels)
Ritty (partner of Minimidget) (September 1939): First comicbook superheroine.
Amazona the Mighty Woman (March 1940): First super-strong female heroine in comicbooks to overtly referenc the Amazon myth
USA, the Spirit of Old Glory (March 1941): First superheroine to wear the Stars and Stripes (an actual flag in her case, not a costume).
Pat Patriot (August 1941): First superheroine to wear a costume based on the Stars and Stripes.