Here’s a picture from the March 23 1932 edition of the Toronto Daily Star, featuring a woman wearing shorts at Wimbledon.
A Google search for Miss G. E. Tomblin didn’t turn up much. There’s a stock photo of her at the Chiswick Hard Court Club in London, in which she is obviously wearing the same shorts. And Tennis Forum has a short biography of her (search for her name to find it).
Apparently, she tried to qualify for Wimbledon every year from 1925 to 1937; she made it into the main draw in 1929, only to be blown away 6-0, 6-0 by Helen Wills, the eventual winner.