The story behind her is that when she was only a baby, she was left all alone in the wild by her parents, because they abandoned her. Then an echidna from an echidna tribe finds her and he takes her in and the echidna tribe raise her. When Julie was all grown up, the echidnas finally tell her the truth that she's not an echidna, she is a hedgehog. So they tell her of how they found her alone in the jungle as a baby. So they tell her that she should leave the echidna tribe and find her own kind, which are hedgehogs, but she could still keep her clothing.

So she leaves and heads out to look for another hedgehog. Then one day she ends up meeting Volt the Hedgehog http://www.furaffinity.net/view/16678561/ , and then they become partners.

So that's the whole backstory of Julie the Hedgehog.