She's legendary and she's a badass. The only question is if she'll be a main deck staple or relegated to sideboard shinanigans:
She's aggresively costed and she can be a pain in the ass for any creature light deck, most notably: Burning Vengeance and Red/Black Control. But a big problem with her is she only has 1 toughness! That's a bit of a let down when a creature like this can die to something as small as Geistflame. On the other hand, she still is a 2/1 first striking human for 2 mana. It's hard to tell how big of an impact (if any) Thalia will make.
(It's too bad she's legendary. Can you imagine having 2-4 copies of Thalia on the field at the same time?)
Obviously, any creature heavy, human based deck will love Thalia. But let's travel as far away from the obvious as we can get, which leads us to my extremely casual Legendary Deck. Low casting cost legendary creatures are hard to come by, especially efficient creatures that have something to contribute to the cause. Since that deck is based around having small dudes that "bands with others" with some heavy hitting equipment attached to them, I think Thalia would fit right in. Sure, there are plenty of noncreature spells in that deck, but that deck is all about excess amounts of colorless mana, ready to be spent on just about anything.