When we say "a little girl" we are usually talking about a child. When we use the terms "small" or "tiny" we are generally talking about their build/stature. "Don't tease her, she's just a little girl." "She could fit through that window because she's a small girl."

We usually use "A little girl" to describe girls at a young "age." Let's say, 10 below. While "Small girl" refers to the girl's build. And small girls are the ones with short height and lesser mass compared to others.

Small refers to size. Little in this particular use can refer to size as well, but also can be used to infer that the girl is young. "She is just a little girl, she is too young to know better."