Sheik did not originate from fanon, and the information on this page may not be entirely accurate to their canon. You may read more about this subject in the context of their canon on the following wiki(s):
Sheik, as she appears in Super Smash Bros. Ultimate
The Legend of Zelda: Ocarina of Time (1998)
Jun Mizusawa, Saori Seto (Hyrule Warriors)
Sheik is the alter ego of Zelda. She has appeared in multiple Legend of Zelda games, as well as many Super Smash Bros. games. In this disguise, Zelda takes the form of a Sheikah. Her first appearance was in The Legend of Zelda: Ocarina of Time.