Her name is Emilia. She's from a Brazilian cartoon named Sitio do Picapau Amarelo (or Yellow Woodpecker Farm). The show was subbed by someone from /co/ and you can find the series in kisscartoon.
It feels like you get dumped in the middle of the story is because the cartoon is based on a series of books of the same name. It's very old, like making new cartoons of the Wizard of Oz, so they just begin the series assuming you are familiar to the characters and some episodes are based on stories from the books.