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First off, that's "aggravating" in the sense of collecting or compiling. What the author did is make a list of books with the pseudonym "A Lady" (and did so under his own pseudonym "Olphar Hamst" from an obvious source) though it's not a pure list - much of the book is taken up with discussion of bibliographic matters. The compilation covers a lot of religious material, some housekeeping guides and includes assorted poetry, memoirs, translations and study aids - most in clear gender roles of the period. If nothing else it shows why Mary Ann Evans used a masculine pseudonym.
Some sample "A Lady" titles:
An Appeal to the Women of England to Discourage the Stage (1855)
Dates of the Kings of England, in Easy Triplets (1874)
Florence Nightingale and the Russian War, a Poem (1856)
The Orb of Light, or The Apocalyptic Vision (1860)
Twice Married, My Own Story (1855)
