I haven't experience of mixing small lambs with adult sheep, but I have recently introduced 2 new year old Shetland lambs to my small flock of 5. They were butted around quite a bit by my 2 Grey Face Dartmoor wethers at first. However, my existing Shetland ewe teamed up with them straight away and my other wether, a Hebridean, took them under his wing (so to speak!) and protected them from the Dartmoors. This made me recall the old adage "birds of a feather flock together" which goes on to say "as do sheep of a wool". They now hang out together as a group.
If you are thinking of getting sheep, I was advised that you need a minimum of 5 for them to display proper flocking behaviour, and I did keep the newbies separate from the others for a couple of weeks in quarantine till I was confident they were sound and healthy. Good luck if you decide to go ahead. There's lots of knowledgeable people on here who have been really helpful to me as a novice.