Much like Link, Zelda has her own feathery friend to ride on when adventuring above the clouds. Zelda will leap off the ledge and land on top of her bird, just like all the other folks in Skyloft do. Whenever Zelda is seen flying, she always has her bluish-purple friend nearby.
Things take a turn for the worse when a tornado is summoned to kidnap Zelda. Both Zelda and her bird are falling down to the land below the clouds, then Link has a dream where Zelda appears to be swallowed by a shadow monster, which turns out to be
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exactly what Ghirahim's (who summoned the tornado) plan is. Zelda's Loftwing is apparently left behind when Zelda goes to the Skyview Temple to pray and recover her memories as Hylia. However, it is seen in the ending, where he and Link's Crimson Loftwing fly off into the distance after they choose to stay on the Surface.