To add to what David said, there are also some more examples on making choropleth maps in U.S. Counties Choropleth.
For reading shapefiles there is GitHub - JuliaGeo/Shapefile.jl: Parsing .shp files in Julia. Through the GeoInterface it has plot recipes defined so you can do this:
using Plots, Shapefile
shp = Shapefile.shapes(Shapefile.Table("data.shp"))
plot(shp)
(I think you can color in the polygons yourself as well, don’t have an example at hand though).
Another project to watch is GitHub - JuliaPlots/GeoMakie.jl: Geographical plotting utilities for Makie.jl, which is still in early development, but shows promising visuals and performance for plotting both geospatial feature and raster data.
But indeed, if you first convert your data to GeoJSON/TopoJSON, then probably VegaLite will be the easiest.