This may not make a difference, since I'm a guy, but I know that losing weight for women, you start to lose your breasts first. Legs are very hard to target for women, even though the majority of women have very nice legs...

. Anyway, there are certain exercises you can do to firm up the thigh area. Using both the hip abductor and hip flexor exercises, as well as what's called the thigh/butt buster to some people, will help firm up your leg area and burn some of the fat off. Cardio is very important. I would recommend running on an elliptical machine or bicycling, as they use more of your leg muscles and put less stress on your joints. In your weight training, use light to moderate weight. Don't go heavy. You want to tone the muscle you have, not build more. And very important: make sure you stretch for 5-10 minutes before and AFTER workouts, and possibly before you go to sleep and when you wake up. Get the muscles stretched out (elongated). That will make your legs firm and smooth. One more thing, working the muscles will burn the fat...keep that in mind.
Oh and by the way, your height/weight combo are completely normal, so its not like you have to work on getting in shape first, you sound fine to me.