Thread:GazzaB9/@comment-24839525-20191013221901/@comment-30134917-20191019234523

There's a group of people called the Sheikah, they're more or less the royal family's ninja bodyguards (Impa's one), and Zelda uses the name "Sheik" as an homage to them.

She dresses up as Sheik because at the time she was being hunted by Ganondorf, so she pretended she was the furthest thing from Zelda she could think of: a male bodyguard of Zelda herself.