Although the term rookie can be in reference to anyone in a new position it is largely used today in reference to a new player in any given league. Its origins are from the military, specifically from the Civil War. As the war progressed and veterans became more and more war hardened, new recruits were often seen as reckless or over anxious. Veterans soon came to calling these new recruits 'reckies' probably in reference to both being recruits and for being reckless. The term evolved to the term we use today, 'rookie'.
The most common use for this term other than a first year sports player, is in the police force. If you're a movie buff you'll remember two movies entitled 'The Rookie', one is about a rookie police officer and the other is about a rookie baseball player. To find out more about these movies check these links out:
http://www.imdb.com/title/tt0100514/
http://www.imdb.com/title/tt0265662/