In a post discussing the upcoming DLC for Zelda: Breath of the Wild, Nintendo revealed that Midna from Twilight Princess was originally designed for an entirely different game that was never released.
In the post, Breath of the Wild art director Satoru Takizawa explains that after the team wrapped up Wind Waker, "there was a secret project we were considering working on before The Legend of Zelda: Twilight Princess."
This project featured a "goblin/devilkin" style character. This character was described as an imp with "the appearance looks like a monster or a child," "can't tell if she's enemy or ally," "can't really tell what she's thinking," "sometimes selfish, but sometimes cute and naïve". These features were carried over into Midna's character in Twilight Princess after the project was abandoned.
Takizawa actually stated that before the imp design was recycled into Midna's character, Tetra from Wind Waker served as a placeholder riding atop Wolf Link.
The project featuring a goblin/devilkin doesn't seem to have gotten far, but given Midna's unique design and seemingly deep personality (she takes a while to warm up to Link), it really sparks our interest in what the game could have been. Seeing Midna again in another game would also be interesting, should Nintendo ever decide to dust off the old project.