Not to be confused with today's "The Lady", The Lady's Magazine ran from 1770- 1837 and was largely aimed at middle class women with the subtitle Entertaining Companion for the Fair Sec Appropriated for their Use and Amusement. It was by no means the first magazine aimed at women. It was a typical late Georgian magazine including fashion plates & notes, literary contributions, embroidery patterns and sheet music. 

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The magazine cost six pence per copy for at least it's first 25 years of publication, which doesn't sound like a lot today. It doubled in price to 1 shilling in 1805, and by 1828, it was 2 shillings 6 pence. It was published monthly and became a well-established popular publication by the time of the Regency, which means it's circulation was likely substantial. Magazines of the time relied on subscriptions, but the popular ones could be obtained at booksellers, dressmakers and milliner shops. 

 

When the magazine first started, they would print the table of contents on the front, but later adopted a more standard cover. The typical length of an issue was around 55 pages long. After the subtitle of the magazine it said "by a Society of Ladies", but it was mostly a group of men who compiled the magazine with the occasional female contributor. 

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It's unclear if Jane Austen read the magazine but the marriage of her brother Edward did appear:

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The University of Kent had a Leverhulme funded Research Project on The Lady's Magazine. You can read their fascinating blog about the magazine here: http://blogs.kent.ac.uk/ladys-magazine/ [Accessed 1st August 2017]

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You can read excerpts from The Lady's Magazine here, but the site has not been maintained for some time: http://regencyfashion.org/lm/ladm.html [Accessed 1st August 2017]