Your system is of high degree with symbolic coefficients. A full symbolic solution may be too complicated. If you lower your expectations, you get quick explicit solutions for specific numeric values of the parameters, for example
With[{\[Lambda] = 1, \[Alpha] = -1, \[Mu] = 1, p = 1, \[Theta] = 1,
b = 1, d = 1, a = 1, k = 1},
Solve[{(\[Lambda] \[Alpha] + \[Lambda] \[Mu] y) (p - \[Theta] x^2 - \
(1 - \[Theta]) y^2 - b - d) + (a -
k p + \[Lambda] (\[Alpha] x + (1 - \[Alpha]) y + \[Lambda] \
\[Mu] y)) (-2 \[Theta] x) ==
0, (\[Lambda] (1 - \[Alpha]) + \[Lambda] \[Mu] x) (p - \[Theta] \
x^2 - (1 - \[Theta]) y^2 - b - d) + (a -
k p + \[Lambda] (\[Alpha] x + (1 - \[Alpha]) y + \[Lambda] \
\[Mu] y)) (-2 (1 - \[Theta]) y) == 0}, {x, y}]]
You can go interactive too:
Manipulate[
ContourPlot[{(\[Lambda] \[Alpha] + \[Lambda] \[Mu] y) (p - \[Theta] \
x^2 - (1 - \[Theta]) y^2 - b - d) + (a -
k p + \[Lambda] (\[Alpha] x + (1 - \[Alpha]) y + \[Lambda] \
\[Mu] y)) (-2 \[Theta] x) ==
0, (\[Lambda] (1 - \[Alpha]) + \[Lambda] \[Mu] x) (p - \[Theta] \
x^2 - (1 - \[Theta]) y^2 - b - d) + (a -
k p + \[Lambda] (\[Alpha] x + (1 - \[Alpha]) y + \[Lambda] \
\[Mu] y)) (-2 (1 - \[Theta]) y) == 0}, {x, -1, 1}, {y, -1, 1}],
{\[Lambda], -1, 1}, {\[Alpha], -1, 1}, {\[Mu], -1, 1}, {p, -1,
1}, {\[Theta], -1, 1}, {b, -1, 1}, {d, -1, 1}, {a, -1, 1}, {k, -1,
1}]