Appearance
What a beautiful face I have found in this place that is circling all round the sun.
— "In the Aeroplane Over the Sea" (Neutral Milk Hotel)
The form you meet Midna in and the form she spends the entirety of the playable portion of the game in is as an imp: her cursed form. She is about knee-height to Link, black and white, and has several glowing green markings over her body. Her hair is a long fiery ponytail of the "expressive" variety, which she can perform tasks like grabbing with.
Midna wears a piece of Fused Shadow as a crown. This is one of few subtles hint to her status as the eponymous Twilight Princess from the start of the game. As you later learn, the Fused Shadow is a remnant of the magic which had the Twili banished to the Twilight Realm; there is a subtle irony in the Twili's leader crowning herself with their shame, especially given that Midna later tells Zant that he was passed over for King due to the greed in his eyes which reminded them of their downfall.
The Fused Shadow also has plot value, as Midna and Link travel Hyrule to gather the other pieces so that Midna may use their power to expell Link. Although they have a corrupting effect on those Hylians found in possession of them, this does not seem to be the case with Midna who, as the true leader of the Twili, finds great power in them — including the power to transform into a large, gelatinous, many-poded form in which she broke Ganondorf's barrier around Hyrule Castle.
As is revealed towards the end of the game, Midna's imp appearance is the result of a curse placed on her by Zant, using Ganondorf's magic. Once Ganondorf is finally defeated, Midna casts off this appearance and reverts to her true form: that of a tall and beautiful woman. Link is, for once, speechless.
Midna has slightly bluish skin, and and air of elegance about her. Her hair is just a vibrant an orange as it was in her imp form. She is dressed from head to toe in a long, black hooded cloak, which echoes the black cloak Zelda wore while she was imprisoned in Hyrule Castle.