Melynxes are the evil counterpart to Felynes. When they see you, they’ll jump up in the air all giddily. That’s not them being cute and nice, that’s them seeing all the stuff you have that they can steal. They’ll chase after you and if they land a hit on you, you’ll find a random item from your pouch got pinched! It could be a useless thing that’s dispensible, like a Paintball, or it could be something more important, like your Map or your Potion!
So what do you do if you get your stuff stolen? Hit them back! And your item is automatically reclaimed. Failing that, go to the cat shrine and forage around there for your stolen stuff. All areas have one. It’ll be a bunch of weird cat-shaped stone statues.