There's at least a couple of Tanith Lees in which, at the very least, what the female narrators think turns out not to be the way things are - The Birthgrave and Electric Forest.

Does 'having amnesia' count? The events of Mary Gentle's Ancient Light rely rather heavily on the narrator having memory problems (I think something to do with long term effects of the accelerated language learning for her job as a diplomat) and not remembering large amounts of what happened in Golden Witchbreed.