Answer
The name of this puzzle is a Nonodoku
Solving
Solved sudoku (bold underlined numbers are the circled numbers of the puzzle):
The colors of the ppuzzle tellspuzzle tell us red is on the left and blue will be up top. Purple is both red and blue, so we use them at both placeplaces. With those numbers and our grid of 16x16, now we have a nonogram!
We separeseparate the nonogram ininto the 16 4x4 cellsblocks of the sudoku to get the letters UHT"UHT.SAOKIDNSAOKIDN":
The circled numbers inside each 4x4 block tell us the position of that cellletter in the final answer (Forfor example, the O will be in position 9, 11 and 13). Ordering all the letters in their position, we get THISISANONODOKU or "This is a nonodoku."