Link is the collective name referring to the incarnations of the main protagonist of the Legend of Zelda series, created by Shigeru Miyamoto. All Links possess the Spirit of the Hero, chosen by the Goddesses to wield the Triforce of courage. This Link incarnation appears in The Legend of Zelda: Waking of Ancients, and is the first Link not to be Hyrulian or male, being instead a Gerudian female.
Like other Links, she is driven by "fate", which is played around more in her debut, as things are not exactly how they should be, her race and gender being one, but also seeing Ganon as a kindly king. The Grave Digger and Lana changes this.
The Legend of Zelda: Waking of Ancients
This Link first appears in The Legend of Zelda: Waking of Ancients. She is initially a thief, however when she runs into a man with a blue mask, her life is changed when she picks up the Master Sword and the man reveals himself as the "Grave Digger". She learns more about herself as the Grave Digger makes her dig up artifacts, which one day manage to summon the Impereon. Although they are contained, she later has to find a black page, which activates a evil deep inside Ganon, who goes to war with Hyrule and manages to trap Link in a crystal, requiring Zelda to rescue her.
Gerudo Link is one of the DLC costumes introduced in Black Sun. Unlike the rest of the costumes, this has no canon explanation in any of the trailers.