Wrist soreness is not uncommon with bag training, especially for newer boxers. Landing punches on a stiff heavy bag puts a lot of pressure directly on your wrist. However, with good equipment and good technique, there is no reason you should have to suffer from soreness.
As a female, your wrists tend to be quite vulnerable to injury. So pace yourself and give your body a chance to acclimate to the new stresses you’re putting on it. Your wrists will get stronger and adapt, but it may take time… maybe a lot of time. Additionally, you need to get to know the limits of what you can handle. Remember, you can feel fine at the gym and not know until the next day that it was too much.
One thing you'll undoubtedly see at your gym from time to time is the alpha moron who needs to throw some bare fisted combinations anytime they are casually passing by a heavy bag. DO NOT DO THIS! This showy display is a shortcut to a long bout with a wrist or hand injury.
A wrist injury can be very painful and annoying and difficult to heal. And chronic wrist injury could man a lifetime of soreness. So...