Pandora was the first woman.
Zeus was angry at Prometheus for all he had done for man. Zeus told Hephaestus to make a woman. He moulded her out of clay and stone, and modeled her after Aphrodite. He made her eyes out of blue sapphires and her lips of red ruby's. Aphrodite fixed her into a smile, and decked her with jewels. Athena breathed life into her, and dressed her in beautiful garments. Zeus gave her personality, as well as his own curiosity, and a magic jar which he told her to never open.
All that is Bad
One day, Hermes told Epimetheus to take Pandora as a wife. He accepted, even though Prometheus told him to never accept a gift from Zeus. They married, but Pandora could never be happy because she wanted to know what was in the jar. One day, she opened it to quickly peek at what was inside. But, all that was in the jar was released. All that was bad (disease, poverty, misery, sadness, death). All that was left was Hope(Elpis). Zeus then flooded the world and drowned everyone inhabiting it, aside from a few that would be spared.
Although it is called Pandora's box it was always a jar. Because of a mis-translation 16th century humanist Erasmus of Rotterdam. He rendered Pithos in to Pyxis, which means box in Greek. Since then it was known as Pandora's "Box".