The Nymph is a very rare underground monster that can be found in various biomes. Her location has been confirmed in Underground Snow Biome, in the Glowing Mushroom Biome, in the Dungeon, at the lava level,Underground hallow and in the Jungle . She has also been found in the underground in the rock layer. The Nymph is initially disguised as a Lost Girl, pretending to be an NPC, which when approached turns hostile and starts attacking the player. The Nymph is a very fierce mob to deal with it for its 300 health. Many new players fall for it being the Lost Girl, so do not approach it without proper gear.
The Nymph may be a reference to the Witch from Left 4 Dead.
In Greek & Latin mythology, Nymphs are minor female nature deities typically associated with a particular location or landform.
A defending pet can be used to identify it quickly.
If killed while as a Lost Girl, it does not seem to drop anything (tested with a Sniper Rifle from a distance, needs confirmation)
Even if it turns into a nymph, the enemy will sometimes just walk past you and keep on walking until reaching a wall.