The thing is which is not a legend when talking about medieval ages? If Ragnar Lodbrok is a legend of course Lagertha is one too. It's hard to distinguish myth from reality, but it applies to everything. There were few women leading armies, but it wasn't unthinkable to see one.
- well, in some places were literacy was more or less intact we can to a certain extent be sure that the information we have are accountable. But in case of other places... Its a just a folk tales or even a recent additions from romantic nationalism era. And yeah, the information we have do mean that seeing medieval woman personally leading armies in the field of battle is rather unthinkable.
Are you trying to tell me there are zero examples of women engaging in combat in the Middle Ages?
- kinda not, im trying to tell that existing examples can be counted on the by the fingers of one hand.
Sikelgaita is listed on the page that Don_giorgio linked to. Did she not exist?
- well, she kinda not, she died long time ago and the last time i checked dying erases you from existence.

You probably wanted to say -
not existed. Than my answer would be - no, she did existed... probably. But at what extent she could be called "warrior" women or combat leader is rather debatable. As wiki states itself -
"As a middle-aged woman with a large family, it is unlikely that she was a combatant although obviously close to the action, probably in a sort of command post."
Do you want more Chinese examples? There's Princess Zhao of Pingyang. Then there's the Vietnamese Trưng Sisters who fought against the Chinese. Their army was supposedly made up of mostly women, but that's quite some time before the Middle Ages. I'm not saying it was by any means common, but exactly how much proof do you need for you to acknowledge the existence of any of these people?
- sorry, but those all are Jeanne of d'Arc like stories, and historians even today cant agree on a far more accountable character of Jeanne. While your examples are from much more older times than 15 century AD.
Maybe not directly battlefield but Olga of Kiev was pretty adept at clearing out the opposition.
- well, Olga is one of the "legendary" leaders, and according to her legend she just ordered to her soldiers to kill drevlians in 3 stages.
Well, its all for today as now i need to depart to my work. Ciao.