According to Wikipedia, Clare Taylor "was the first woman to have played on a World Cup team in both cricket and football. She represented England at both cricket, as a member of the winning World Cup cricket team in 1993, and football (World Cup 1995)."
If she was the first that implies other women have since done that. And if she was the first woman that implies men nave done it.
Who else has competed in World Cups in at least two sports, and it can be any two sports, not just cricket and soccer?