When I.H. Marshall comments on the Mary/Martha story in Luke he indicates that a female student would be rare.
I have a recollection of a lecture by Amy Jill-Levine who indicated that there is some evidence for female students of Rabbis, but I've not actually come across many citations in my studies since then. Even if it were to be demonstrated true, its clearly the exception and not the rule, as indicated by the reaction of observers of Jesus and the Samaritan woman.
UPDATE: I see thatDr. Craig Keener cites an example of a 2nd century Rabbi's daughter who married another Rabbi as rabbinic student, but her teaching was widely maligned.Notes in the IVP Bible Background Commentary1
People normally sat on chairs or, at banquets, reclined on couches; but disciples sat at the feet of their teachers. Serious disciples were preparing to be teachers—a role not permitted to women. (The one notable exception in the second century was a learned rabbi’s daughter who had married another learned rabbi; but most rabbis rejected her opinions.) Mary’s posture and eagerness to absorb Jesus’ teaching at the expense of a more traditional womanly role (10:40) would have shocked most Jewish men.
It seems that indeed the female disciples of Jesus were exceptional in 1st century Palestine.
1Keener, Craig S. ; InterVarsity Press: The IVP Bible Background Commentary : New Testament. Downers Grove, Ill. : InterVarsity Press, 1993, S. Lk 10:39