sacred mesa and activated abilities between untap and upkeep
Simple Answer
You can save Sacred Mesa by creating a Pegasus in response to Sacred Mesa's triggered ability.
Detailed Answer
Strictly speaking, you can't create a Pegasus between your untap step and your upkeep step because you don't have an opportunity to do so. The beginning of your turn has the following sequence of events:

Your untap step:

You untap your permanents


Your upkeep step:

Abilities that trigger at the beginning of the upkeep go on the stack
You gain priority.



You can only cast spells and activate abilities when you have priority, so the first opportunity to do so is during your upkeep, when the ability is on the stack though. This still lets you save your Mesa, though, because you can respond to the triggered ability by activating Mesa's activated ability. Because the activated ability went on the stack last, it will resolve first, and you will have your Pegasus before you need to sacrifice one.