Winona

The daughter of Chief Wapasha III named Winona is a legendary figure, not a historical one. As was mentioned in another comment, Winona was the Lakota word for "first born daughter", but it was not normally a NAME in that culture. European-Americans thought it was a name because in Lakota culture first-born daughters were commonly addressed as "Winona" by their relatives, just as in modern American culture parents will address their children as "Son" or "Daughter" when they are speaking to them.

In ojibway stories Winona is the only daughter of Nookomis, grandmother moon. It is said that Winona was captured by the west wind and held in his lodge. Winona was abused and beaten by the west wind and this made her sad. The west wind was so sick of looking at her sad face that he threw her out of his lodge. She walked for countless days until she finally got home but by then she is sick and very pregnant with the west wind's babies. She gave birth to a boy, Wenabozho, she is happy that he is strong and beautiful. She puts Wenabozho to her breast and let him feed, this it why Winona means breastfeeder, but Winona didn't know that there was another baby inside of her, Jiibayaabooz, that was so impatient that he pushed his way out of her stomach killing her. Nookomis cried over her daughter's body for days before she realized that the two babies had not eaten, she found in place of babies rabbits eating the grass, the two babies were very powerful and could change themselves into anything, and so they used their gift of trickery.

The name actually means "woman of fire" from Lakota Sioux, win "woman, female, girl" + ona "fire."

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This name is or was fairly common among the Sioux, based on census records.

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Source: Buechel, Eugene and Paul Manhart (2002) Lakota Dictionary: Lakota-English / English-Lakota: New Comprehensive Edition. University of Nebraska Press, Lincoln.

The city of Winona, Minnesota was named after the daughter of Chief Wapasha III. It's kind of a legend around the town that she jumped off of one of the surrounding bluffs after she fell in love with a white man and her father disapproved.

There is a Lakota legend, oft told but not often recorded, that contributes to the origins of this name. I don't know if it is also part of the Dakota and Nakota branches of the tribe since my family is from the Oglala Lakota. Winona was the name of the first woman, sort of like Eve only minus Adam and the snake. For this reason it is used as the name for a first born daughter.

This name is Dakota, Lakota, and Nakota. It can mean a beautiful river, first born daughter, and princess in Lakota. The Dakota rarely use this name for a meaning other than first born daughter.