I love your part of the country. We overnighted in Gatlinburg on the way to Salisbury, NC and stayed an extra day. The excuse was the forecasted high wind warning on the Eastern slope of the mountains, but my main reason was that I wasn't ready to move on.
Our Fox Valley shooting range bills itself as female friendly and offers many classes and events which cater to the fairer sex. One of the cool things are range "suites" available at a little bit of an upcharge and offer a closed off section that 3 or 4 shooters can occupy for training or intro to firearms.