As I come from Matlab as well, I can relate to your questions. My main issue was, that I needed to recompile if I wanted to “clean the workspace”. That of course takes some time if done repeatedly.
Most of the answers in this thread already point to Revise.jl which perfectly helps in that manner. It can apply changes without needing to recompile all again.
If you like using IDE’s to run scripts and calculations, there is a wonderful VS Code plugin for the julia language. It has options to run your code similarly to Matlab. Also, it uses Revise internally so any changes made to your scripts get applied without recompilation. Another cool thing is, that you can inspect variables when debugging.
Big thumbs up to our VS Code and Revise heroes 