Just like Link, Zelda’s design has also changed.
She has a slightly more subdued color scheme.

Her movement capabilities are not that good, but her magic adds power to her physical attacks. There’s a reason why her hands and feet glow, after all.

<Standard Special Move: Nayru’s Love>

Some sort of crystal forms on Zelda’s sides and revolves around her, shielding her body. It won’t last as long in the air as it does on the ground, so be careful.

The crystal is like a deflector shield. Projectile weapons will bounce off it.

Use it quick and watch it work!

<Side Special Move: Din’s Fire>

A short burst of flame... Uh, but it’s not too powerful...

Pop!

See, you can’t just use Din’s Fire like that.

First, you have to hold the special-move button and store up flame energy. Next, you have to remember to aim the flame by tilting up and down. Once you’ve stored up enough energy, Din’s Fire is unrivaled!

If you use it right, you can hit opponents even at this range!

If you’re the target of this special move, you can learn the timing of the explosion pretty easily. Get in the air and perform a midair dodge (use the shield button while in the air) to try to dodge the attack.

<Up Special Move: Farore’s Wind>

This special move can be used for evasion and to get back to solid ground. You’ll fly in the direction you tilt the Control Stick at the moment Zelda disappears.

Now tilt the Control Stick in the direction you want to go.

You can go to the side, up or down. It moves you quite a long way, and may be quicker than running. I think you’ll be using this move a lot in The Subspace Emissary. 

Whoa! You might not always make it to a safe landing, so be careful!

<Light Arrow>

In the final battles of many of the Legend of Zelda games, you didn’t want to be low on arrows. A lot of times they were Silver Arrows, though...

Zelda’s ace in the hole is the magical Light Arrow, which you can use even as Sheik.

Ready for the Final Smash!

Draw the bow tight...

Fire! A beam of light pierces your enemy.

Your enemy is blown away by a tremendous force!

When you’re using Sheik, some of the characteristics of the attack will change, like the direction your opponent gets knocked in.

It’s good to use the character whose attack is best suited to the cover on each stage, but you probably shouldn’t worry TOO much about that.

After all, once they’re hit, they’re pretty much done for.

If you’re just playing one-on-one though, the Light Arrow might be easy to dodge. Try to create a situation where you have a good shot.