Which mythological figure did Alpheus pursue?

Alpheus, in Greek mythology, is a river god known for his passionate pursuit of Arethusa, a nyad or water nymph. This pursuit is a central theme in the myth. According to the legends, Arethusa fled from Alpheus because she desired to remain chaste and was not interested in his advances. In order to escape him, Arethusa called upon the goddess Artemis for help, who transformed her into a spring and caused her to flow underground. Alpheus, driven by his love for Arethusa, followed her and merged with the waters of the spring, allowing him to be close to her even after her transformation.

The other figures listed do not have this direct relationship with Alpheus. Eurydice is mainly known for her connection to Orpheus, Lydia does not have a known story tied to Alpheus, and Thalia is one of the Muses and not associated with Alpheus’s narrative. This makes Arethusa the correct answer, as she is the central figure in the myth involving Alpheus's pursuit.