Alanna of Trebond and Olau from Lioness Rampant changed her name to Alan and became a knight. It was only after she'd been knighted that she revealed her gender. She has to continually prove herself and by doing so she earns the title of Kings Champion.
While she is a very good fighter, she is completely inept when it comes to social matters and romantic concerns. In her mind she can't be both a knight and a woman/wife to anyone. It is only toward the end of the book that she realizes that it is possible to be both.