I wonder if this technically counts?
Archduchess Maria Anna Eleonore Wilhelmine Josepha of Austria (1718 – 1744) was a member of the House of Habsburg.
She and her sister Maria Theresa were the only children of Charles VI, Holy Roman Emperor, and Elisabeth Christine of Brunswick to survive into adulthood.
Maria Theresa succeeded her father as Queen Regnant of Hungary and Croatia and Bohemia and Archduchess of Austria. Her husband, Franz Stephen was elected Holy Roman Emperor.
Maria Anna fell in love with Charles Alexander of Lorraine, the younger brother of Maria Theresa's husband, Franz Stephen.
Weeks after their marriage, the couple was appointed governors of the Austrian Netherlands in succession of their aunt Archduchess Maria Elisabeth of Austria, who had died in 1741.
Maria Anna and her husband governed the Austrian Netherlands in the name of her elder sister, Empress Maria Theresa.
Like second sons with respect to their older brothers, they often play second fiddle to their older sisters. It happens in both the world of royalty (e.g. Princess Margaret of the UK, known as the "rebel without a crown", younger sister of the queen -- a designation she resented, preferring to be known as the younger daughter of a king) and commoners (e.g. Princess Lee Radziwill, forever in the shadow of her legendary older sister, Jacqueline Bouvier Kennedy Onassis).
That being said, as with second sons who unexpectedly came to thrones (through death, succession wars, usurpations, changes of law, treaties, the branching out of dynasties), there have been a surprising number of second daughters who unexpectedly succeeded.
Good examples coming to mind are Queens Juana la Loca of Castile, Elizabeth I Tudor of England, and Mary II Stuart of Great Britain; Empresses Anna Ivanovna and Elisaveta Petrovna of Russia (interestingly enough, in each case the heir to the throne was a nephew through her older sister); and the Grand Duchess Charlotte of Luxembourg.
Are there other examples? What about the earlier history of Spain, and possibly Portugal? Or the ancient world (granted that this is harder to document)? Or outside Europe?
Of course, when it comes to queens CONSORT, one most certainly need not be the first daughter in a family ...