Yes, Caesar was cool, but there's one small problem: he wasn't an emperor
Caesar grabbed power in a military coup in the first century BC. He demanded (and got) total power, making him effectively a dictator. He used (and abused) the power to restructure the republic (not yet an empire) and make it stronger. Unfortunately, in doing so, he took the power away from the Senate and the Aristocrats, who were used to be in control. That pissed them off so they, as you all know, had Caesar assassinated.
As a result of Caesars reforms, the republic/empire couldn't look after itself because of that, and the two main factions (one held by Octavian, later known as Augustus, and the other was Marc Antony, friend and protege of Caesar) fought for power in a civil war that lasted many years (25 or 30, I think?). Finally, Augustus killed Marc Antony, and Cleopatra (Antony's girl) killed herself (around 30AD, I think). Octavious named himself the first emperor of Rome, and changed his name to Augustus Caesar to help hide his bloody history, then continued the work that Caesar had started. He was very successful, and there was a long period of peace (known as the Pox Romana) starting with Augustus and ending with Marcus Aurilius (around 200AD). So Augustus Caesar finished what Julius Caesar had started.
The story is actually much more involved than that. I'm sure you could find it if you read up on Julious Caesar, Augustus Caesar, and Marc Antony.
(Note: the years and spellings might be wrong, I did that all from memory)