A formal riding habit for women appeared somewhere in latter half of 17th century. Up until then, women wore normal everyday dresses for riding. Outfit included a men's coat, masculine hat and even a periwig. The only difference was a full petticoat instead of breeches. While pretty conservative to today's eye, it was actually quite scandalous because of its similarities to men's clothing.
Obviosuly, this kind of dress is suited for a lady-like side saddle. I don't know much about horse riding and so it's hard for me to imagine, how comfortable could it be, to ride astride wearing something like that. All post-medieval paintings I've found, that depict women riding astride, show them wearing breeches. Anyone know more about this? Are there any paintings with women riding astride while wearing skirts? They had to sometimes, but considering that there was no underwear, that'd have to chaf... did they wear breaches underneath skirts?