Al-jawab billahi at-taufeeq (the answer with Allah's guidance)
Ayesha (RA) narrates that Hinda, the daughter of Utbah said, Oh Prophet of Allah, grant me Bai'at (allegiance). Rasulullah (Sallallaahu Alayhi Wasallam) replied, I will not grant you Bai at until you change your palms (apply mehndi) - (Mishkat pg.383 -Rahimiya)
Ayesha (RA) states that a woman behind a curtain presented a letter to Rasulullah (Rasulullah (Sallallaahu Alayhi Wasallam). Rasulullah (Sallallaahu Alayhi Wasallam) withdrew his hand saying I do not know if this is a males hand or females hand, the woman replied, Rasulullah (Sallallaahu Alayhi Wasallam) said, 'If you were a female you would have changed your nails, (by applying mehndi)' - (Ibid)
It is Sunnah for women to put Henna (Mendhi) on their hands, palms and nails, or applying mehndi on only the palms or only on the nails. Females applying Mehndi is to distinguish her hands from that of a male. It is Makruh (disliked) to leave it plain. (Ahsanul Fataawa Vol. 9 Pg. 67)
Also, It is permissible for a woman to decorate (i.e. non-animate patterns and shapes) her hands with Henna.
Please refer to this also: http://www.muftisays.com/qa.php?viewpage=viewQA&question=682
And Only Allah Ta'ala Knows Best.