Lexie Grey is the daughter of Thatcher and Susan Grey (who passed away at the end of Season 3), and thus the younger half-sister of Meredith Grey. She also has a younger sister, Molly Grey Thompson.
Lexie is a graduate of Harvard Medical School.
At the end of Season 3 of Grey's Anatomy we learn that Lexie Grey will be a new intern at Seattle Grace. She was introduced in the penultimate episode of the third season as a woman Derek Shepherd met at the Emerald City Bar.
In the season finale, Derek confessed to Meredith that he met another woman (although he still doesn't specify who) and when she asks if she should be worried, he confirms her fears. While he didn't get together with Lexie, Derek admits meeting her was the highlight of his day.
Lexie Grey later made her first appearance in Seattle Grace when she introduced herself to George O'Malley, who was cleaning out his locker as she was on her way in. Upon hearing the name Lexie Grey, George clearly realized her connection to Meredith. What's to come of this new intern?
Lexie: [narrating] Grief may be a thing we all have in common, but it looks different on everyone.
Mark: It isn't just death we have to grieve. It's life. It's loss. It's change.
Alex: And when we wonder why it has to suck so much sometimes, has to hurt so bad. The thing we gotta try to remember is that it can turn on a dime.
Izzie: That's how you stay alive. When it hurts so much you can't breathe, that's how you survive.
Derek: By remembering that one day, somehow, impossibly, you won't feel this way. It won't hurt this much.
Bailey: Grief comes in its own time for everyone, in its own way.
Owen: So the best we can do, the best anyone can do, is try for honesty.
Meredith: The really crappy thing, the very worst part of grief is that you can't control it.
Arizona: The best we can do is try to let ourselves feel it when it comes.
Callie: And let it go when we can.
Meredith: The very worst part is that the minute you think you're past it, it starts all over again.
Cristina: And always, every time, it takes your breath away.
Meredith: There are five stages of grief. They look different on all of us, but there are always five.
Lexie: Teach me.
Mark: We can't do this, you're Little Grey, and I promised, and... I'm your teacher.
Lexie: So... teach me!
Lexie: Teach me. Teach me. Come on, am I really so bad?
Mark: No. I am.