Have each lady look thru their own purse and pull out the most obsure/bizarre thing in it and explain why they have it in their purse - it's hysterical to see what some women carry around.
If the ladies all know each other well (or you could do it at the end of the retreat) have everyone listed on a sheet of paper and give everyone the list. Each person can write what they like most about that person (no names of who writes what) and then compile them and give them to the each woman.
If the ladies don't know each other very well, have an "interview" game where you can pick people you don't know and have cards that you have specific questions on that pertain to the type of retreat it is. If it is a church retreat, when did you come to know Christ as savior or did you attend church as a child. If it's a PTA retreat, things about how old when had kids, etc. Getting to know you type questions. And then let them choose who they want to interview - but make it clear that they should only interview those they don't know very well.
Oh, and if everyone sort of knows each other, but not REALLY well, you can have a 2 or 3 things that NO ONE knows about you. For an example, when I moved to Texas 30 years ago, my co-workers in Pennsylvania expected me to become a Dallas Cowboys Cheerleader (even though I was moving to Houston!!!). Silly things like that, but true!!!!!