The Legend of Zelda: Twilight Princess was not a favorite game of mine—I played it for a few hours and put it down never to pick it up again—but I did always like the character Midna. As game characters go, she was an unusual one and I was always regretted not playing the game to actually learn more about this unusual being that seizes control of Link. Perhaps I'll tackle the game again in the future.
Others have apparently played the game as well and become quite fond of Midna. They have gone so far enough as to create a Midna costume. As with such things, some are more successful than others, but no matter where you go, you'll be hard-pressed to find a better example of Midna cosplay than Kagomechann's: