When my youngest turned 5 years old she received this sweet little devotion book, I am Loved by Sheila Walsh. This book, along with Walsh's other devotional books in the Gigi series, make for great first devotion books for girls. Pretty, personable, and full of God's truth, your little reader will love taking her first step into independent devotions with one of Walsh's books.
In I am Loved, little readers have 77 short devotions to read through, each one tying back to the theme phrase "I know I am loved because..." The book also includes several reciepes and crafts that are great to do with your daughter.
We have always encouraged journaling with our daughters. For a first devotion book, a good companion journaling project would be to have your daughter draw a picture of something from each devotion. It could be a picture to go with the "I know I am loved because" sentence or the bible story that was discussed. As my daugthers have grown, their devotion and church journals have become beautiful keepsake and reminders of how God is growing each one of their faiths.