Lily pollen is potentially very damaging.
Do not try to remove it with water, this will partially dissolve it and leave a yellow stain which is very hard to remove.
Firstly remove as much pollen as possible by vacuuming with the nozzle or by using sticky tape.Any moisture from your hand will spread the pollen so treat carefully.
White spirit is very effective in removing the pollen without dissolving it.
Place a little on a old towel,or flannel and gently apply to the pollen stain, it should just transfer onto your towel.
Allow solvent to evaporate.
Do not pour the white spirit onto the carpet as it may de-laminate the backing, a small amount on a cloth will work.