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When the game starts out, the Helmaroc King captured Tetra, until Link saved her, and it recaptured Aryll instead by mistake. The first half of Link's quest is to save his little sister, who is being held captive with other maidens who may be descendants of the royal Hyrule Family bloodline.
She cares about her big brother a lot, and as a gift for his eleventh birthday, she gives him her favorite toy, the telescope.