Acts 16
13 And on the Sabbath day we went out of the city to the riverside, where prayer was customarily made; and we sat down and spoke to the women who met there. 14 Now a certain woman named Lydia heard us. She was a seller of purple from the city of Thyatira, who worshiped God. The Lord opened her heart to heed the things spoken by Paul. 15 And when she and her household were baptized, she begged us, saying, “If you have judged me to be faithful to the Lord, come to my house and stay.” So she persuaded us.

Link to original article: http://www.fixinghereyes.org/single-post/2017/11/29/Lydia-of-Thyatira-The-foreign-woman-who-became-the-foundation-member-of-the-Philippian-Church
According to Acts, Paul typically began a new mission in each new city by connecting with the local Jewish population. His mission in Philippi was no exception. Paul and his team had already spent a few days in the city (probably organising accommodation and work), when, on the Sabbath day, they went outside the city gates in search of a Jewish place of prayer by a river.

It seems that Philippi did not have a recognised synagogue—perhaps they did not have enough Jewish men to form a quorum necessary for a synagogue[2]—but they did have a proseuchē, a prayer-house.[3] Like many Jewish places of worship, this prayer-house was located by a water source. Many synagogues and prayer-houses were built near water sources, such as rivers, to facilitate ritual washings.[4]

Paul and his companions may have been surprised to see a group made up of only, or mainly, women at the prayer-house. If they were, the narrator gives no hint of this. [5] Instead, the story continues with the statement, “We sat down and began to talk with the women who had gathered.”[6]