At first Julia is the mysterious dark-haired girl who closely resembles his mother. He dreams of her. She is a symbol of something he can't quite put his finger on...(can you say Oedipus complex? Why do men want to marry women who look just like their mothers?)
At the beginning of the novel, Winston is torn as to whom to trust: O'Brien or Julia. Orwell leads us to believe that it is Julia and not O'Brien who is a member of the Thought Police. Both may have been members, so the point may be moot, but Winston at first allies with Julia.
Later, Winston and Julia begin their physical relationship outside the city, in the woods (can you say Adam and Eve in the Garden of Eden?). Julia tells him that she sleeps with other members of the party. Winston is not jealous of this; in fact, he finds her even more seductive knowing that she enjoys sex. The Party has drained its citizens of their sex drives, and so Winston finds it amazing that anyone has a sexual impulse left.
Winston is mainly attracted to how Julia is so outspoken against the Party, how she is a double-agent, how she can yell and scream during the Two Minutes Hate and then denounce the Party with equal enthusiasm.
They soon form a psuedo-family above the Antique Shop, a pseudo-home. Their once physical relationship is becoming more intellectual. They are not just talking of rebellion; they are doing it. If only those pesky Proles would unite....
Then, they are caught. Or, at least, Winston is caught. We never know if Winston was set up by Julia or not. Orwell leaves it open to make a case either way. I tend to think she hated Big Brother and loved Winston. But that may be the reader falling for the same propaganda and doublethink that Winston fell for.
Winston abandons all that Julia helped him believe about Big Brother in pursuit of O'Brien. Winston ultimately trusts the father-figure (O'Brien) over the mother-figure (Julia), such is the conditioning of the Big Brother.
In the end, Winston sells Julia out, and she sells Winston out. Their love for each other is easily broken by O'Brien. Winston loves O'Brien much more by the end of the novel than he ever loved Julia. Winston and Julia become unpersons. Or maybe Julia moved on to her next lover in the woods....