Can I counter Thrun by flashing Lodestone Golem? Can I counter anything by flashing Lodestone Golem?
Putting Lodestone Golem onto the battlefield in response to a creature spell has no effect on that creature spell whatsoever.

Lodestone Golem's ability adds an additional cost that is applied while casting spells. Once a player has finished casting a spell by paying the costs for that spell, any new cost modifications don't affect it.