First play through of what? In Ocarina of Time, the first game to introduce the character Sheik, any and all references to the character refer to sheik as masculine, including Nintendo's official player's guide which included the official character art. In later games, once sheik's "secret" identity became common knowledge, game developers began assigning sheik's gender as female. iirc, ssb Melee was the first to do this, as the character was tied into Zelda's moveset. In hyrule warriors, sheik is so recognizably female that none of the other characters suggest they believe she is otherwise. The Sheik debate rages on, but I still contest that the switch from "truly male through the magic of the Triforce" to "just Zelda in a costume" was simply because the sex-swapping was too much for us Westerners to handle, much like how cross-dressing Birdo eventually got the genderswap treatment as well.