Abdullah bin Ubaydah and Abdullah bin Dinar (may Allah have mercy on them both) say: It is the Sunnah that a woman applies henna to her hands at the time of ihram, and that she does not enter ihram with bare, uncoloured hands.
The Shaykh says that it is narrated from Musa bin Ubaydah, who said: Abdullah bin Dinar informed me, narrating from Abdullah bin Umar (may Allah be pleased with him): "It is the Sunnah that a woman applies some henna on the night of ihram, washes her head with something that has no perfume in it, and does not enter ihram just as she is." But this report is not preserved (mahfuz).
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الحج / 9053