What a wonderful question, Tracy! I am delighted to report that mythology, speculative fiction, and of course history all have stories of female mentors. But not nearly enough! Male mentors are far more common in our older stories, which is a shame. Here are a few to consider, however:
I immediately am reminded that it was Athena that disguised herself as Mentor when she appeared to Telemachus in The Odyssey. She is actually the one that encourages him to seek out his father.
One of others that comes to mind is from Judeo-Christian mythology — Naomi, the mother-in-law of Ruth. There are several moments in the narrative that demonstrate Naomi’s role as a mentor. However, none more profound than how she counsels Ruth to approach Boaz.
Lysistrata was a mentor of sorts to the women that followed her lead. and lest we think that women can only mentor other women, I am reminded of Aphrodite, who could be argued was a mentor to Pygmalion. Great-Grandmothers also serve as mentors in a number of folk tales. The Princess and the Goblin by George MacDonald would be an example.
I am glad to see MANY more female mentors in modern narratives, but still not enough!