Rosalina is a character that wasn’t introduced to the series until Super Mario Galaxy. She was quite the powerful character, as it was her job to watch over the cosmos. Her first playable appearance didn’t happen until Mario Kart Wii, and she appeared in a few other games since then. Her first playable appearance in a main Mario game was Super Mario 3D World.
Unfortunately, Rosalina isn’t available from the beginning of the game, as she needs to be unlocked. It will take a while in order for you to unlock her, too, as you will need to complete World Star-2: Super Galaxy before you will be able to pick her. Rosalina is definitely a very nice character to use, too, since she has the ability to double jump with her spin and even use the spin to attack enemies, without requiring a power-up. You do need to be careful, though, as acquiring the power-ups (other than the Super Mushroom and Super Star) will remove her ability to spin.