Hello!! First of all, I would usually recommend that your skin color and gender doesn't matter, because you can literally cosplay anyone you want. However, because you're wanting to crossplay, it would be a good idea to pick someone with the same skin color you have, to help people recognize which character you are. Just wanted to make that clarification.
Also, have you been to a convention before? Megacon 2014 was my first convention, and I chose not to cosplay. It was probably the best decision I've ever made, because cosplaying takes lots of attention to make sure you look okay (fixing hair, checking make-up, making sure nothing is stuck on your back, checking for hanging strings, posing for pictures, etc.) that take time away from the actual convention. To get the best first-time-con experience, I'd recommend not cosplaying at all and instead wearing your favorite nerdy t-shirt.
However, if you've been to a convention before, then you should have a blast! What types of TV shows, movies, comic books, etc. do you like? Really, the best way to pick a cosplay is to decide for yourself based on what you like. So mentally comb through your fandoms trying to think of a female character with your skin tone, who you would like to cosplay. For your first cosplay, you definitely have the right idea to stick with a closet cosplay or something you can buy ready-made.
Also, just a tip: make sure you pay attention to your character's makeup and jewelry. You may need false eyelashes, clip-on earrings, or other special things to make yourself look female!