Answer: The appositive phrase in the sentence given is:
“little Sierra” .

An “appositive” refers to a “noun” or “noun phrase” that renames another noun right beside it.


In the sentence given: 


“My neighbor, little Sierra, threw rocks through her parents’ window.” ; 
________________________________     ,

the phrase: “little Sierra“—renames the noun: “neighbor“.


As such, the phrase: “little Sierra” is an ‘appositive phrase‘.