Sheik

Sheik is Princess Zelda's alter ego in The Legend of Zelda: Ocarina of Time. Zelda passes herself off as a male Sheikah known as Sheik. With voice muffled and face concealed, wearing a form-fitting blue suit with the red Sheikah eye in the center, the character is essentially unrecognizable. Sheik plays the harp and teaches Link new songs to help him on his quest. When Link arrives at the Temple of Time near the end of the game, Sheik uses the Triforce of Wisdom to transform back into Zelda. It is assumed that she uses her magical skills (as a Sage) to change her skin tone, hair length, and eye color (and presumably her voice), as well as her build and her clothing. It has also been argued that Sheik's build may be simply concealed armor Zelda wears over her torso; however, this would restrict Sheik's flexibility and agility significantly, and so render this argument void.

The game is mum about the true nature and origin of Zelda's transformation/disguise. As to Sheik's gender, a scene towards the end of Ocarina of Time reveals that Sheik was Zelda in disguise all along. Zelda was a female who passed herself off as a male, which perhaps raises issues of gender identity in the Zelda series, something unusual (though not unheard of) for a Nintendo title. One of the Gossip Stones scattered around Hyrule in Ocarina of Time describes her royal highness as a tomboy. Also, according to the trophies and the instruction booklet for Super Smash Bros. Melee, Sheik is a female (it should be noted the the Super Smash Bros. series is not canon with any of the games that it's characters originate from). It is also interesting to note that Sheik's poses and general body form in Super Smash Bros. Melee are much more feminine than in Ocarina of Time.

Yet, in the Ocarina of Time manga, author Himekawa Akira depicted Zelda requesting her true identity be sealed. Impa transforms her into a male for her protection, then teaches him the way of the Sheikah (although this manga is also non-canon). Thus, Sheik's gender are controversial topics amongst fans of the franchise, and it is a popular device in The Legend of Zelda fan-fiction to use both characters, as separate entities. However, according to an issue of the Nintendo Power magazine, when Ganondorf attacked Hyrule (The time period in which he ruled over Hyrule), Zelda became incognito and hid with the Sheikah tribe, learning their ways and culture, giving her the ninja-like, red-eyed, secretive counterpart we know as Sheik. As evidenced by her tendency to disappear using deku nuts, as well as her overall motif in Super Smash Brothers Melee; Sheik's movements and design are very ninja-like. This guise of Zelda has proven to be very popular amongst the series' fans, and many highly anticipate any kind of new appearance by Zelda's ninja-like form in future installments of the series.

Super Smash Bros. series
Sheik has appeared in Super Smash Bros. Melee and Super Smash Bros. Brawl as a playable character.

Super Smash Bros. Melee
Sheik's model in Melee is based on her Ocarina of Time model. This was also the only game she appears in on the GameCube, with the exception of Ocarina of Time Master Quest.

Super Smash Bros. Brawl
In a 2007 interview with Game Informer, Eiji Aonuma mentioned his designers submitted Ganondorf and Sheik's initial designs to Masahiro Sakurai for Brawl and that Sakurai's team then modified their appearance.

...My designers did work on the designs for Sheik and Link and Ganondorf. So they submitted the initial designs, and so it would fit in the Smash Bros. Brawl environment, they’ve had to tweak some of the designs. But Sakurai has brought those altered designs to NCL. We’re working very closely with the team of Smash Bros. Brawl to make sure the characters look their best.

Sheik was officially confirmed on Smash Bros. DOJO!! as a playable character on January 16, 2008. Her model is based on a design that was drafted up during the development of Twilight Princess. Interestingly, Sheik now has some sort of short-sword or dagger in a sheath on her right thigh, which she never had in Ocarina of Time and Melee. Her skin tone also seems paler compared to the Ocarina of Time and Melee model, yet similar to her costume change model as seen as her All-Star trophy in Melee. Another interesting detail is that she apparently has her hair tied up in one long braid covered in cloth, which means that Zelda changed her hair's color but not her hair's length.