The internet is full of inconsistent tips about Nymph farming. So here's an easy one.
Do Nymphs spawn in the underground layer or the cavern layer?
13 Answers
They spawn in the Cavern layer.
I have often found them near marble but they are not part of that spawn.. Most likely I slow down long enough around marble while being careful just to notice the Nymph.
Best thing? Get a rare creature detector (Lifeform Analyzer) from the Traveling Merchant and just keep an eye out for them.
2Nymphs 
Nymphs are rare enemies that spawns as a Lost Girl the first time you see it. The spawn rate is 0.6% in Pre-Hardmode and 0.1% in Hardmode.
They are found in the Caverns and not in the Underground.
Found in ice caves at cavern level. Better chance in pre-hardmode. To make a good farm in pre hardmode make a basic mob grinder but make it that you can walk through it and do not forgot do this 50 blocks above stone layer. Good Luck! PlanteraKiller
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