The mysterious Sheik in Nintendo's Zelda: Ocarina of Time appears only when Link needs specific knowledge in order to progress, leaving players to wonder what Sheik is doing when she isn't imparting a new melody to the Hero of Time. In the game, Sheik teaches Link multiple songs of warping, such as the Bolero of Fire that transports him to the entrance of the Fire Temple in Death Mountain Crater. She also is the one to guide him to unseal the Sages of the Temples and prepare him for the confrontation with Ganondorf. When she first meets Link she es as a male and only gives her name, saying that she is "the survivor of the Sheikahs."
Although the Sheikah are mentioned in Zelda: Ocarina of Time, they have only been represented as a race in Breath of the Wild, which would make the sequel to BOTW an excellent chance to bring back Ocarina of Time's Sheik. The Sheikah of Hyrule are the protectors of the royal bloodline of Hyrule, and the founders of Kakariko Village. They are dexterous and agile fighters who are proficient in hand-to-hand combat, and they have a tradition of ing down legends and knowledge. Impa in Skyward Sword says that the Sheikah are the chosen guardians of the goddesses. Professor Shikashi in Ocarina of Time says that the Sheikah swore fealty to the King of Hyrule and became the protectors of the royal family.
Sheik is in fact Princess Zelda. She hides her identity even from Link, her childhood friend and confidant. In Zelda: Ocarina of Time, Zelda disguises herself as Sheik to hide from Ganondorf, who hunts her for the Triforce of Wisdom in her possession. She remains out of sight when she isn't needed, or researches what Impa, her Sheikah teacher, taught her, or parses through her own visions to understand how best to help Link next. As Link bears the Triforce of courage, both holders of the remaining two Triforce pieces shouldn't be in the same place together for long, especially since Ganandorf knows Zelda has the Wisdom Triforce shard and has been hunting her, and is waiting for her to show herself to Link. Unless it is necessary for them to meet face to face, Sheik is always monitoring Link from nearby.
Sheik Was Following Link From The Shadows
Sheik is always a step ahead of Link at the entrances to Zelda: Ocarina of Time's various Temple dungeons, to wait for him and to impart knowledge as it is called for. It is unlikely she would hang around in a place like the volcanic entrance to the Fire Temple to wait, so most likely she is monitoring Link's progress in secret. Although Sheik, being Zelda, has prophetic dreams, those visions are not at will and are typically cryptic, which means all of her knowledge is potentially based on Impa's Sheikah teachings, or she culminated a trove of knowledge from seven years' worth of sporadic visions. So it is possible that whenever she parts from Link, she travels back to Impa in Kakariko Village for melodies and knowledge that Link will need - but it is equally possible that she already prepared that in the seven years while waiting for Link to come back from his sealed sleep. Since Sheik directs Link to begin the quest to free the Sages, she should be able to follow him discreetly without revealing herself to anyone. Only the Temple of Time is a place she feels safe enough to linger in.
Zelda never does explain her comings and goings as Sheik, beyond the fact that the disguise keeps her hidden from Ganondorf. Throughout the tragic story of Zelda: Ocarina of Time when Link is an adult, Sheik is likely constantly watching over, but is always unknown to, her childhood friend. It is a painful exacerbation of their loneliness.
