You've come a long way baby!
Ha Ha! Remember those old Virginia Slims ads, depicting 1900's ladies doing just about anything to hide a smoke?!
Anyway, yes, women smoked back then. And way before also. I think smoking was considered more of a relaxing treat, rather than an addictive substance. Recall the women who complained of men smoking in a lifeboat..."at a time like that!".
There are advertised in period catologues, and examples in today's antique stores, of dainty cigarette cases made for women. I think the First World War really got the "rolling" of smoking among women, of all classes, under way.
I notice the ashtrays from Titanic, with the matchbox holder in the middle (fire hazard?!?), could probably be easily purloined to a stateroom for privacy...most staterooms had fans...or a request for one from the steward would suffice in accomodating one's smokey-treat.
Also, a little last thing: if seeing a woman smoke was offensive to some- many, if not most, would simply just turn away and ignore the spectacle.
Take care-
Kris