Warrior Woman

Yes, this book does start out with a heroine who has been captured and is being sold as a slave, who has amnesia and remembers nothing of her life before the trip across the desert with the slavers - and, due to a head injury, remembers mercifully little of that. But she does know that she would rather fight in the arena than be a harlot for the men who do, and that choice changes the rest of the book. In a Gor-style novel the woman would become less her own person, eventually learning to be a contented and obedient slave. In this book, even while the heroine, called Zadieyek of Gyre, remains a slave, she is something quite different from the typical "slave girl" - she grows and develops, always searching for her memory and her past, convinced that this is not how her life is supposed to be. And, of course, she's right.