Warning: Spoilers ahead!
Towards the end of the game, we're told that Zelda isn't the Twilight Princess — rather, Midna is. On your first playthrough, this twist might seem a little forced — perhaps even unnecessary — but really, it's nothing short of essential. Not because we get to see Midna's more humanoid form, but because it confirms what Twilight Princess has been trying to tell us all along: this is Midna's story.
From the minute Midna enters the game, Link in many ways stops being the protagonist and instead is treated merely as a way to drive Midna's mysterious story forward. For example, as in every Zelda title from A Link to the Past onward, you'll have to collect three important "thingies" during the first leg of the journey. Sometimes they're elements, sometimes they're jewels, but they're always used to help Link in some way.
Except in Twilight Princess, that is. For almost the entire first half, the “thingies” you collect are enigmatic “Fused Shadows”, fragments of an ancient device whose significance Midna refuses to explain until a dozen or so hours into the game. Link collects these Fused Shadows because Midna forces him to; not because they have some immediate benefit to the world of Hyrule or Link's kidnapped friends. If Link doesn't help her, she won't help him, and vice-versa. They're using each other, but because of Link's silence Midna always comes across as the dominant one.
Link's first venture into the Twilight Realm is disturbing and nightmarish, yet the little imp sighs with relief and marvels at its beauty.
Eee hee! Do you want to save them? Well, in that case, little Midna would be happy to help you! But… Well, you’d have to be my servant, and like a servant, you’d have to do exactly as I say!
...If you want to go that way this time, you’ll need the cooperation of someone FROM the twilight… like me! So you really have no choice but to do what I say!
Saving your friends and all that… well, that’ll depend on your actions… Because you never can trust words, you know.
This is often a criticism amongst Zelda fans: nobody wants to play a game where they're somebody's lackey. The Zelda series has always been about discovery and tackling everything at your own pace and in your own way; now the player has some little imp bossing them around and forcing them into Wolf-Link sections that few would argue are very much fun. And as valid as those criticisms are, they undercut the fact that that's exactly what Nintendo was trying to do. The collect-a-thon Wolf sections in the first half may not fit into the Zelda gameplay schematic as we know it, but they allow the player to see the world from Midna's eyes: Link's first venture into the Twilight Realm is disturbing and nightmarish, yet the little imp sighs with relief and marvels at its beauty. To her, Hyrule is the nightmarish world.
-Ahh, look! How lovely! The black clouds of twilight are so fetching today… I feel so much more at ease here.
-Aww, but it was so nice here in the twilight… What’s so great about a world of light, anyway? Eee hee hee! See you later!