To simply call Sue Bridehead a "love interest" is unfair to the character. She does, at times, basically serve the role of a protagonist. In fact, her actions and plans often drive the plot of the novel forward even more than Jude's do. However, Sue is a love interest in the truest sense. Jude spends much of the novel simply pursuing her.
Luckily, Sue stands as one of the most fascinating characters of the era. There are those that see her as a truly independent woman in a time before independent women were accepted, while others could argue that Sue is simply not a fully formed human being—she's a set of ideals rather than a character. She's the toughest character in the book to figure out, which is what makes her so interesting. As Jude thinks to himself about the mystery that is Sue Bridehead, "His Sue's conduct was one lovely conundrum to him; he could say no more" (3.2.7).