The first Winter Olympics wasn't officially the Winter Olympics.
In 1924, the International Olympic Committee sponsored an "International Winter Sports Week." According to Britannica, the week was such a success that after the event ended, it was dubbed the first Winter Olympics and the IOC decided to hold the winter games every four years, just like the Summer Olympics.
The first year saw 250 athletes from 16 countries compete. Eleven female athletes participated in the figure skating competition, the only sport available to women at the time.