This is the Valdemar series that I first started with, and within the first chapter, I was hooked. A great heroine and a great way to delve into the Valdemar books.

Arrows of the Queen by Mercedes Lackey (Heralds of Valdemar #1)
Arrow’s Flight by Mercedes Lackey (Heralds of Valdemar #2)
Arrow’s Fall by Mercedes Lackey (Heralds of Valdemar #3)