Sheik is a character from the Legend of Zelda universe, specifically a disguise of Princess Zelda. Sheik aided Link in The Legend of Zelda: Ocarina of Time for the Nintendo 64, giving him tips and teaching him warp songs. Despite Sheik's male appearance, Sheik is indeed female.
 Character description
Sheik is a character in The Legend of Zelda: Ocarina of Time, and is the alter-ego of Princess Zelda. In the game, Zelda disguises herself as a Sheikah. With her voice muffled and face concealed, as well as wearing a form-fitting blue suit with the red Sheikah eye in the center, she is virtually 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 and reverts to Zelda. It is claimed by the character's trophy in Super Smash Bros. Melee that she uses her magical skills to change her skin tone, hair length, eye color, and clothing. In addition, when hurt, Sheik is voiced by a female voice actor in both Ocarina of Time and Melee.
 Gender dispute
A popular topic in both the Legend of Zelda and Super Smash Bros. fan communities is the gender of Sheik. Many say that Sheik is a female as she is merely a disguise of Zelda, but many have suggested that his masculine qualities are due to an actual gender change Zelda undergoes while transforming into Sheik, explaining the gender alteration as an effect of magic.
The issue originates from Ocarina of Time; in the game, Link encounters Princess Ruto in the Water Temple. She asks Link to thank Sheik for saving her, referring to Sheik as "a young man named Sheik..." In addition, the non-canon manga for Ocarina of Time suggests that Zelda uses the Triforce of Wisdom to actually become male while disguised as Sheik. Zelda herself apologizes for "meeting Link in disguise", though what she means is very open to interpretation. Additionally, some argue that the Sheik "character" is male, much like some real-life cross dressers adopt opposite-gendered stage personas.
Despite this, Sheik's gender in Ocarina of Time is still occasionally argued, however, Sheik is definitely considered a female in the Super Smash Bros. series. Several examples include that Sheik's Melee trophies describe her as being female, that Masahiro Sakurai refers to Sheik as female in her update on the Smash Bros. DOJO!! website, and that she is referred to as female within both Brawl and its manual. Since Sheik does not actually appear in Twilight Princess and only Smash Bros., this statement by Sakurai regarding the non-existent Twilight Princess Sheik's gender must in effect be taken as canon.
 In Super Smash Bros. Melee
Sheik is one of the new characters introduced in Super Smash Bros. Melee. Rather than being added as a full-fledged character, she is a transformation of Princess Zelda; Zelda is the only character in Melee to possess such an ability.
Sheik is considered to be a top-tier character and currently ranks 3th on the Melee tier list, due to her swiftness, agility, and surprisingly powerful smash attacks. While initially deemed broken by some smashers, the changing metagame of Melee caused her to fall to third and then fourth place on the tier lists.
In addition to the Zelda trophies, there are three Sheik trophies available in Melee. Her main trophy reads as follows:
 In Super Smash Bros. Brawl
When Princess Zelda was confirmed as a playable character in Super Smash Bros. Brawl, players were introduced to a redesigned Zelda based off the model that was drafted for The Legend of Zelda: Twilight Princess. This Twilight Princess-influenced incarnation of Zelda led to many debates about whether or not Sheik would return. On one side of the argument, many claimed that because Sheik did not appear in Twilight Princess, Zelda should not be able to transform into Sheik. Many cited the fact that Link's special moves were reworked to feature more Twilight Princess-related qualities as evidence that the latest entry in the Legend of Zelda franchise would be the game focused on in Brawl.
On the other side, many felt that the Zelda in the Super Smash Bros. series was not supposed to be any specific Zelda from the Legend of Zelda series; rather, she was an amalgam of all Zeldas, past and present. Since this Zelda has already exhibited the ability to transform into Sheik, there should be nothing preventing her from retaining this trait in Brawl.
The debate was settled with the revelation of Sheik's inclusion in Famitsu's review of Super Smash Bros. Brawl. Shortly thereafter, the official Super Smash Bros. website confirmed Sheik with its January 16th update. Sheik's special moves have not been changed, though she now uses a slightly different, Twilight Princess-inspired design. Of note is the fact that design was sent to Sakurai by Eiji Aonuma, director of Twilight Princess; it was initially created for Twilight Princess, but plans to bring Sheik back were later scrapped, rendering the model obsolete until the development of Brawl.
Sheik's play style is still incredibly similar to her debut in Super Smash Bros. Melee, but seeing as she lost a lot of her KO'ing power, Sheik is not quite as deadly as before. However, Sheik's still an agile character with great combo ability and a force to be reckoned with. Still, her large nerf made her drop to 25th on the current Brawl tier list, in D tier.