After completing 'Inside the Great Deku Tree', Go to hyrule catsle. Go past the guards and go in the catsle. There will be more guards! Sneak past them and go at the end. Princess Zelda will be looking out the window. Talk to her and go back. A guy named Sheikaha (a.k.a. Sheik) will block the way! Talk to her and she will teach you Zelda's Lullaby! Afterwards, Sheik will let you out of the castle safely.