I'm going to nominate A Princess of Mars
by Edgar Rice Burroughs of Tarzan fame. It's the first in Burroughs's Barsoom series. From Wikipedia:
A Princess of Mars (1917) is a science fantasy novel by Edgar Rice Burroughs, the first of his Barsoom series. Full of swordplay and daring feats, the novel is considered a classic example of 20th century pulp fiction. It is also a seminal instance of the planetary romance, a sub-genre of science fantasy that became highly popular in the decades following its publication. Its early chapters also contain elements of the Western. The story is set on Mars, imagined as a dying planet with a harsh desert environment. This vision of Mars was based on the work of the astronomer Percival Lowell, whose ideas were widely popularized in the late 19th and early 20th centuries.
There's a gorgeous epub version here
, or HarryT has uploaded the entire Barsoom series in the various formats here at MR, including the Kindle