NY Yankees mega-slugger Aaron Judge ... loves musicals!!! 

The power-hitting rookie was at CC & Amber Sabathia's PitCCh In Foundation charity event in NYC Monday night when we asked the one thing NY newbies should do when they get to the Big Apple.

His answer -- BROADWAY!!!

The 6'7" superstar even has a favorite play ... and says he keeps some of the songs on his playlist. 

See, Meryl Streep -- sports and the arts CAN co-exist!