You’re telling the story so we know she’s your friend, unless you state otherwise.
Just say ‘my friend’ or ‘a friend’. That ‘of mine’ is redundant. And irritating.
Please don’t use it!
If she is my friend, you could say ‘your friend’. If she is that guy’s friend, you could say ‘his friend’. If she is Jane’s friend, say ‘Jane’s friend’.
This phrase has long been an irritant for me. I thought it was mostly my Indian friends who used it. Today I saw Fred Wilson use it, and it triggered me badly. I admire Fred and seeing him use it was just a bit much at the end of a long day. Hence this post.