Lily and Natasha are the first two you meet. As the game progresses, you meet more. Whenever flirt (heart) options are given (either through actions or dialogue), chosing that will open up a path to romance and build up to your first proper kiss. Not every choice means you're going to romance a character or have to, anything that isn't a heart option specifically, can also lead you to simply be friends or even not if they get annoyed too much. But it's not all as simple as that, you may have to use a little brain power and choose the right action or dialogue option depending on character personality. Some favor being told off, while others prefer it if you were kind or compassionate. That part might be more a bit more difficult, though I've not had complaints thus far.
In your case, you're given a choice to comfort Lily, or rip into Alexa. My guess is that you're using a mod (which often doesn't make much sense and would advise against). You're not determining a path specifically at that point at all. Paths are usually opened by getting your first kiss, or in some cases going along with a sexual act. Some choices make your friendship stronger or weaker, but that doesnt mean you're going to fuck at some point. Friendships are important for other things in the game. Some actions can destroy those relationships in an instant, and it's the nature of the story to have to suffer consequences.
