Being known simply as "Madame" or "Monsieur de ..." at court was a highly coveted privilege since it meant that the person in question held a position important enough to be addressed simply - in other words, everyone knew who you were.
Within the royal family itself there were also these kind of distinguishing titles.
Reserved for the only son of Louis XIV known as the Grand Dauphin
Reserved for the King's eldest brother
Reserved for the wife of Monsieur
Reserved for the King's eldest daughter
Reserved for the eldest daughter of Monsieur
These titles were also in use for the nobility who would often be married in and out of the royal family.
Monsieur le Prince / Madame la Princesse
Reserved for the First Prince of the Blood which ever since 1709 was the Duc d'Orlèans and his wife. Prior to that the title had been for the Prince de Condé
Monsieur le Duc / Madame la Duchesse
Reserved for the eldest son of the Prince de Condé whose full title was Duc/Duchesse d'Enghien
Monsieur le Comte / Madame la Comtesse
Reserved for the Comte and Comtesse de Soissons - a cadet-branch of the Condé-line
Since titles followed the male line and women - even then - generally lived longer than men, it was necessary to find a way to distinguish the different dowagers of the Prince de Conti in an appropriately dignified way. Therefore, the title Dowager and their number was added after the title of Madame la Duchesse de Conti.
So, Marie Anne de Bourbon who was the first woman to hold this title she was known as Madame de First Dowager.