Mountain biking is TONS of fun and totally different from the road. You are right, there are a lot of choices out there and even WSD (women's specific design) ones. You sit upright on a mountain bike so sizing is a little different. One thing that is important is your suspension fork. Your fork provides the cushion for going over rocks, ruts, tree limbs and anything else you go over. Without going into details on all the forks out there, find one that is adjustable. Get the best fork you can afford in the price range you have.

Test ride a lot of bikes. Since you will be using your brakes/gearing more often, find shifters that work for you and are comfortable/easy to use. If you are doing a lot of hills and technical stuff, ask your LBS about geometry for climbing as was mentioned.

See if you have beginner classes where you live as well.