Athena, a Greek goddess of warfare. Contrasting with Ares, a god of warfare who was more into war for the inevitable bloodshed, Athena was more related to strategy and heroism. She is also a goddess of wisdom, being the daughter of Metis, aka cunning itself (well… kind of a daughter). Being a patron of both war and wisdom meant she was a creator of technology, teaching humans how to use war chariots, for example. She joined The Trojan War to help the mortal Diomedes to stick a spear in Ares, driving him out of battle. One of the epithets for Athena was Promachos, or "she who fights in the front," possibly the Ur-Example of the Lady of War.
Odysseus the Cunning (a favorite of Athena herself), Perseus (another mortal favored by Athena), the Fates (who were able to take down a pair of giants on their own) and Hermes (famed for his quick wit) also qualify as this.
Lug, an Irish or Celtic deity. He was a historian, sorcerer, musician, artisan and expert warrior, among other things.
Older Than Feudalism: David in the Old Testament/Hebrew Bible was a harp virtuoso and psalmist who also knew how to beat up men and beasts much bigger and stronger than himself.