When I was a kid I had a VHS copy of a fantasy animation called The Last Unicorn. The unicorn had to be disguised as a lady to stop it from being hunted, her name was The
Lady Amalthea. And that's what the name is to me, a high fantasy unicornesque name. I can't imagine a little girl playing sports or just being a normal kid with this name.
Thea is a viable nickname, I guess.