Princess Zelda (ゼルダ姫 Zeruda-hime) is a character in the The Legend of Zelda video games. She often gets captured by Ganon and has to be saved by Link.
Princess Zelda becomes Sheik in The Legend of Zelda: Ocarina of Time seven years in the future to hide from Ganondorf. Princess Zelda's disguise is a ninja-like person, and one of the last members of the Sheikan race, a race of people in The Legend of Zelda series. She never fights as Sheik, only helping Link out a lot. Sheik appears in Super Smash Bros. Melee and Brawl as a character that Zelda can turn into.
Tetra is a female pirate in The Legend of Zelda: The Wind Waker and The Legend of Zelda: Phantom Hourglass. She joins with Link to get to the Forsaken Fortress to save his sister, Aryll. Tetra does not know who she really is, and later finds out that she is Princess Zelda. After The Wind Waker, she still goes by Tetra and is still a pirate.