It wasn't your typical crowd in the Rose Theater one afternoon last fall, for a sold-out concert by the Jazz at Lincoln Center Orchestra with Wynton Marsalis. For one thing, every grown-up in the audience seemed to be accompanied by an excited child or two. Then there were the guest artists, whom everybody knew on a first-name basis: Big Bird, Elmo, Rosita, Oscar, Abby. Bert and Ernie.