Learn Russian: Анна, почему ты пришла так поздно?

пришла has the prefix при-, which adds the meaning of "arrival" to the verb. While шла just means you were in the process of walking, пришла means you successfully completed the journey and "arrived" at the destination.

The spelling of пришла looks unusual. What is its dictionary form?

The infinitive is прийти (to arrive on foot). Remember that the base verb идти (to go on foot) has an irregular past tense: шёл, шла, шло, шли. When you add the при- prefix to these, you get пришёл, пришла, пришло, пришли. We use пришла here because Anna is female.

Could we use приехала instead of пришла in this sentence?

It depends on how she traveled! You would use приехала if you knew Anna arrived by vehicle, like a car or bus. пришла specifically means she arrived on foot, which is the default if she walked from somewhere nearby.

Is пришла a perfective or imperfective verb?