Sheikah were introduced in The Legend of Zelda: Ocarina of Time as a race highly skilled in combat, born to protect the Royal Family of Hyrule. The first seen member of this species, and the only real one in Ocarina of Time, was Impa, guardian of Princess Zelda. When Link is an adult, he is occasionally aided by the self-proclaimed lone survivor of the Sheikah tribe, Sheik, but it is later revealed that it is a disguise that Zelda used to stay hidden from Ganondorf.
The Sheikahs all died out while Ganondorf ruled the land. Some would be confused, as this would mean that Impaz, a Shiekah from the Oracle series who was also the child of Impa, would have never been born, but the timeline was split into two at the end of Ocarina of Time, meaning that in young Link's world, they never died out (until Twilight Princess), but in the world that adult Link left, Sheikahs were still extinct. This is why you will never find Sheikah in The Wind Waker aside from the stained glass depicting Impa in the Master Sword's room.
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