Hexie is Lucinda's pet rabbit who appears in the Sofia the First book A Magical Match. It is currently unknown if Hexie will appear in any future episodes or if she is just a character meant for the book series.
Background
In the book, when Sofia learns her witch friend has a pet rabbit too, she lets Hexie meet Clover, thinking they could become friends. However, there is no spark between her and Clover until Lucinda decides to speed things up with a magic spell.