The cool thing about Julia is she has autism, a condition that means she sees the world a bit differently to other people.
Check out our guide to autism here.
Here's what we know about her so far...
In her first episode on Sesame Street Julia ignores Big Bird when she is first introduced to him.
Confused, Big Bird thinks "that maybe she didn't like me". But the other Muppets tell him: "She does things just a little differently."
Julia's puppeteer, Stacey Gordon, is also the mother of an autistic son. She said the creation of Julia is "huge".
She hopes Julia will help other kids to understand that people with autism sometimes act and play differently.
A brand new character called Julia has joined the famous puppet show Sesame Street.