Princess Zelda is the calm, poetic and somewhat gothic female of Melee and Brawl. She is good friends with Peach and seems to be working with Samus, Snake and Wolf. She seems to be connected to a being in the negative zone named Midna.
Her alter ego, Sheik, is a strong, fast fighter who Zelda uses to fight. Unlike Zelda, Sheik uses mostly physical moves with little magic.