We all love Aunt Teleute, but she's probably not the first female anthropomorphic personification of Death (methinks "The Death of Captain Marvel" came long before Vertigo, and an obscure "Uranella" before even that, not even to mention the Brazil "Monica's Gang").
You see I'm a comic fan, and possibly you don't count this as literature. What are your contenders for the first occurence of a female Death in written literature? I neither accept medieval Pestilence (although this might have been a driving factor for gender change) nor Death goddesses from mythology (there are many of them, but they are not really anthropomorphic personifications - feel free to convince me otherwise. For example the dudes and dudettes that Utgard-Loki sics on the Aesir to troll them, Fire and Old Age - those are mythological anthropomorphic personifications for me - but Hel isn't one).