Stephen Dedalus is the protagonist of two of James Joyce's works: A Portrait of the Artist as a Young Man and Ulysses. He is a semi-autobiographical character created by Joyce, representing a young, intellectual, and rebellious figure.
Option (B), H. G. Wells, was a famous English writer but did not create Stephen Dedalus.
Option (C), P. G. Wodehouse, is known for humorous fiction and characters like Jeeves, not Stephen Dedalus.
Option (D), D. H. Lawrence, was an English novelist, but Stephen Dedalus was not a character in his works.
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\boxed{\text{Correct answer: (A)}}
\]