While O'Brian is torturing Winston, he reveals that Julia betrayed Winston almost immediately. Does this mean that she never reached room 101? If she did reach it, do we have any hints as to what her worst fear might have been?
Did Julia really betray Winston almost immediately?
I think that what you call a revelation was, more likely, nothing more than a torturer's ploy.
‘What have you done with Julia?’ said Winston.
O’Brien smiled again. ‘She betrayed you, Winston. Immediately — unreservedly. I have seldom seen anyone come over to us so promptly. You would hardly recognize her if you saw her. All her rebelliousness, her deceit, her folly, her dirty-mindedness — everything has been burned out of her. It was a perfect conversion, a textbook case.’
-- Part 3, Chapter 2
Since Winston and Julia have had no contact since their capture, he has no way of knowing whether or not this is true. Much of what O'Brien tells him is, at least in some sense, false - almost the entire Part Three of the novel is about O'Brien playing mind games with Winston, brainwashing him into the psychosis and mental paralysis that is the final state of the true Oceanian citizen and Big Brother follower.
And certainly if it's not true that Julia capitulated right away, O'Brien would have good reason to make up this lie for Winston. A person can resist longer if they believe they have some solidarity. This relates to the concept of a "minority of one" which Winston comes back to a couple of times in the story. It's much easier to hold out mentally, even under torture, if you know that someone else - especially someone you love, and who loves you - shares your worldview and your position. You can cling to that knowledge and use it to anchor yourself in your own views. But if you don't know that, if you think you might be all alone and everyone else in society loves Big Brother and sees the world differently from you, it's much harder to hold true to your own views and not capitulate to the majority.
This is similar to the well-known interrogation technique of telling one suspect that the other has already confessed (even if they haven't), in an attempt to force a confession more quickly.
The good cop-bad cop routine is described and encouraged, as is the tactic of playing one suspect against another to build mutual distrust, even indicating that other suspects have already confessed, whether they have or not. [...] Questions should intimidate a suspect into thinking the police already know facts they, indeed, do not.
In short, there's no reason to believe Julia really did betray Winston almost immediately. It's possible she did, but it seems unlikely from what we know of her character - if anything, she's surely mentally stronger than Winston, suggesting she would have held out longer - and certainly O'Brien has good reason to tell Winston she did even if it's not true.
Did Julia go to Room 101?
Very probably yes. There's a suggestion of symmetry between Winston and Julia: when they meet each other again at the end, it seems as though they've both been through similar experiences and emerged similarly changed. Their conversation is almost totally symmetrical, except that she describes the experience which we've already seen him undergo in Room 101:
‘I betrayed you,’ she said baldly.
‘I betrayed you,’ he said.
She gave him another quick look of dislike.
‘Sometimes,’ she said, ‘they threaten you with something something you can’t stand up to, can’t even think about. And then you say, “Don’t do it to me, do it to somebody else, do it to so-and-so.” And perhaps you might pretend, afterwards, that it was only a trick and that you just said it to make them stop and didn’t really mean it. But that isn’t true. At the time when it happens you do mean it. You think there’s no other way of saving yourself, and you’re quite ready to save yourself that way. You WANT it to happen to the other person. You don’t give a damn what they suffer. All you care about is yourself.’
‘All you care about is yourself,’ he echoed.
‘And after that, you don’t feel the same towards the other person any longer.’
‘No,’ he said, ‘you don’t feel the same.’
There did not seem to be anything more to say. The wind plastered their thin overalls against their bodies. Almost at once it became embarrassing to sit there in silence: besides, it was too cold to keep still. She said something about catching her Tube and stood up to go.
‘We must meet again,’ he said.
‘Yes,’ she said, ‘we must meet again.’
-- Part 3, Chapter 6
The symmetry of their dialogue, coupled with Julia's description of what happened to her, strongly suggests that they both passed through Room 101, and it had the same effect on both of them. They don't need to go into detail explaining it to each other - they both know what happened. It's a dreadful kind of shared experience: the sharing of mutual betrayal, just like in the song. "Under the spreading chestnut tree, I sold you and you sold me ..."
What was in Julia's Room 101?
As to this, we have no idea. She's no more inclined to talk to him about the details of her experience than he is to tell her about the rats, and he's not inclined to ask either. The story is Winston's story; it's his head we see into, and his experiences that we share. Julia is as much a secondary character as O'Brien, and we never really find out her deepest secrets.
A similar question was raised in the scifi stack exchange. The answer pretty much covers what you ask. Julia's fate
Orwell never says what they confronted Julia with in room 101. In the end, it doesn't matter; all that matters is that room 101 contains a person's ultimate breaking point, their absolute worst fear culled from a lifetime of data. The specifics are irrelevant.
Part III, Ch. 5:
‘By itself,’ he said, ‘pain is not always enough. There are occasions when a human being will stand out against pain, even to the point of death. But for everyone there is something unendurable–something that cannot be contemplated. Courage and cowardice are not involved. If you are falling from a height it is not cowardly to clutch at a rope. If you have come up from deep water it is not cowardly to fill your lungs with air. It is merely an instinct which cannot be destroyed...'
The government did to Julia exactly the same thing they did to Winston - force them to betray each other by showing each of them their own, personal nightmare, the one thing that the mere threat alone is enough to break their will.
Orwell never says that Julia had been given a lobotomy (trans-orbital pre-frontal lobotomies don't leave much of an external scar). She seems to be lucid when she says this:
Part III, Ch. 6:
‘Sometimes,’ she said, ‘they threaten you with something–something you can’t stand up to, can’t even think about. And then you say, “Don’t do it to me, do it to somebody else, do it to So-and-so.” And perhaps you might pretend, afterwards, that it was only a trick and that you just said it to make them stop and didn’t really mean it. But that isn’t true. At the time when it happens you do mean it. You think there’s no other way of saving yourself, and you’re quite ready to save yourself that way. You want it to happen to the other person. You don’t give a damn what they suffer. All you care about is yourself.’
It's open to interpretation, but my own feeling is that the scar is simply left over from the "mundane" torture inflicted before room 101. She does appear to be in worse health than Winston, but I think Julia was much more "alive" than Winston ever was, so she had much farther to fall.
"What happens to you here is for ever."