Well, there was a character on the American sitcom "The Many Loves of Dobie
Gillis" between 1959 and 1963 and she was definitely THAY-lee-uh.
However, a great many of the girls that have been given this name in the last couple of decades in the USA are Hispanic, and the Spanish pronunciation would be TAHL-ee-ah.
So I'm afraid this is one where you have to ask the bearer how she prefers to have it pronounced.