From the Super Mario Wiki
Julius Caesar was a Roman military and political leader, later installing himself as the perpetual dictator of the Roman Republic. He became involved with Cleopatra, both politically and romantically, after aiding her during a civil war and restoring her position as the ruler of the Ptolemaic Kingdom in 47 BC. The two soon had a son named Caesarion (although some sources deny that the child was Caesar's). In 44 BC, he was assassinated by members of the Roman Senate led by Brutus.
Mario is Missing!
He was mentioned by a Roman scientist in Mario is Missing!, telling Luigi that the city was home to Caesar. He also calls Caesar "the original Italian Stallion," which was a nickname of Sylvester Stallone in the film Rocky.
Mario's Time Machine
In Mario's Time Machine, Julius Caesar is in Alexandria with Cleopatra in the year 47 BC when he is visited by Mario, who had traveled back in time to return Cleopatra's stolen Staff. As Mario does not know that the Staff belongs to her, he asks the locals in Alexandria about it, including Caesar. Mario first attempts to introduce himself, and Caesar responds by boasting that he is the leader of the Romans. Caesar then asks Mario if his bald spot is noticeable. He also explains that he came to Alexandria in pursuit of an enemy, and happened to fall in love with Cleopatra along the way. He then throws a cat at Mario and tells him to take it away, as he is allergic to cats. Mario attempts to ask him why he is helping Cleopatra, but Caesar only complains about his potential bald spot, as he believes that it could make him not handsome enough for Cleopatra. Mario needs to resolve his crisis by bringing him a Hand Mirror, letting him see that his bald spot does not show at all, and he offers to answer the rest of Mario's questions. Mario then asks him about how he decided that Cleopatra should rule (which was because Cleopatra's father, Ptolemy XII Auletes, left a will saying that Rome was to be the guardian of Egypt), and about the Staff in Mario's possession (which he promptly ignores for no particular reason). Mario catches his attention by giving him some Grapes, and Caesar finally looks at the Staff, explaining that whoever holds it is the rightful ruler of Egypt. He finishes his conversation with Mario by saying that Cleopatra is a strong ally to the Romans with the Staff in her possession.