Princess Zelda
Princess Zelda is a fictional character in the Legend of Zelda series of video games. She is a member of Hyrule's Royal Family and plays an integral role in the Legend of Hyrule. Usually, she is in some way kidnapped or imprisoned by Ganon, also known as Ganondorf in the chronologically earlier games. In some games she appears as one of the sages, or wise men (and women). According to her creator, Shigeru Miyamoto, she was named after Zelda Fitzgerald.
She has appeared in Super Smash Bros. Melee, a game for the Nintendo Gamecube released on December 02, 2001. In the game, she is a playable character. She uses her magic to fight her enemies, but she also can change into her Sheik alter ego, who uses his physical agility and weaponry, more of a ninja (he uses needles and chains).
Also, she starred in two games made by a third party for the CD-I system, Zelda: the Wand of Gamelon and Zelda's Adventure. The games are generally criticized by fans.
Spoiler warning: Plot or ending details follow.
Zelda II: the Adventure of Link (The Original Zelda)
An ancient princess named Zelda was put into a sleeping spell by an evil wizard working for her brother, the prince. The prince tried to stop the wizard, but Zelda fell into a deep sleep. The prince ordered that every female born into the royal family would be named Zelda, in memory of the event. The original Zelda did not wake up for thousands of years, until Link breaks the spell in Zelda 2.
Ocarina of Time
Zelda is the daughter of the King of Hyrule, the Seventh Sage, and the holder of the Triforce of Wisdom. The true heir to the royal family, she is of the Hylian race with blonde hair and blue eyes. She begins the game as a young girl of around 10 blessed with psychic abilities. Due to a dream of symbolic importance, she sensed Ganondorf's treachery and predicts Link's arrival before either occur. When Link meets her for the first time in Hyrule Castle Courtyard, sends him on a quest to collect the three Spiritual Stones and protect the Triforce from Ganondorf. When Ganondorf attacks Hyrule Castle, Zelda escapes with her maid Impa and goes into hiding but not before passing telepathically the Ocarina of Time and the notes of the Song of Time to Link. When Link returns seven years later, he encounters Zelda disguised as Sheik, a survivor of the Sheikah tribe. It is Zelda who gives Link clues as to the locations of the various temples and teaches him the warp songs. After the final temple seal is dispersed, Sheik reveals herself as Zelda, the Seventh Sage, and informs Link that both she and he hold pieces of the Triforce. She then gives Link the Light Arrows but moments later is captured by Ganondorf and imprisoned in a pink crystal in his tower, formerly Hyrule Castle. After Ganondorf's defeat, she is freed and assists Link in his escape from the collapsing fortress. She also helps Link defeat Ganon by holding him in place with her magic while Link delivers the final blow. After Hyrule is saved, Zelda uses the Ocarina of Time to send Link back to the past while she helps to restore Hyrule to its former glory.
The Wind Waker
There is a pirate girl named Tetra who leads her band of pirates across the great sea in search of a great legendary treasure hidden beneath the sea. She was orphaned at a young age and because she coped with so much she commands a lot of respect among her pirate crew. She later finds from the King of Red Lions (actually Daphnes Nohansen Hyrule, the ancient King of Hyrule that was sealed underneath the sea along with his doomed kindgom) that she is actually princess Zelda (a descendant of the one from Ocarina of Time). During the final battle she helps to slow down Ganondorf with light arrows that she borrows from the Hero of Winds.
Regarding Sheik
Sheik is Princess Zelda's alter ego in Ocarina of Time. After Ganondorf took over Hyrule Castle, Impa taught Zelda the ways of the Sheikah tribe, and, on Zelda's request, put her consciousness to sleep for her to awaken as Sheik, a young Sheikah man. Sheik (who supposedly derived his name from the name of the Sheikah tribe) keeps his voice muffled and his face covered up, and wears a blue suit with the red Sheikah eye in the center. He plays the harp and teaches Link new songs to help him on his quest. When it is found out that Sheik holds the Triforce of Wisdom, he uses its power to transform into his original form as Zelda. It is assumed that she uses her magical skills (being a Hylian) to change her skin tone and eye color, as well as other obvious bodily aspects.
