In the world of Dungeons and Dragons, being a thief is not thought of as a dishonorable profession. Sheila wears a cloak that gives her expert powers of stealth and espionage. She can disappear into shadows. She can sneak about places without making a sound.
She can even pass through some (but not all) solid walls. Her powers are the most mysterious; even she is not always certain just what she can and cannot do -- though everything she does somehow involves going someplace that no one else can go or hearing something that no one else can do. When a troll has a key that our heroes desperately need, she is the one dispatched to fetch it -- and she lifts the key from the troll's pocket without being seen or heard. When she steals, it is only for a good purpose, naturally. Sheila, as a person, is a worrier at times. Contrasted to Diana, she represents the reticent faction of the group: the voice that least wants to be involved in these dangerous situations. (Actually, Eric is probably the most fearful and worried but he'd rather die than admit it) Sheila hates being left alone though so she goes along with the troupe. Also, she feels an enormous responsibility to take care of her little brother, Bobby, whom she treats like every Big Sister treats her Little Brother when she gets stuck tending to him. She is annoyed that she's stuck looking after him and even more annoyed when he doesn't heed her orders.
Confronted with danger, Sheila is the player who frets the loudest over what will happen to them. She isn't a coward; she's just nervous and, most of the time, with good reason. She always makes herself come through when she's needed; she's just more overtly emotional than anyone else.
She admires the cool bravado of Diana and the levelheadedness of Hank (though, as mentioned earlier, she always tries to appeal to his common sense not to take unnecessary risks). In fact, she admires Hank a lot and what courage she does muster, she gets largely from the inspiration of Hank and/or Diana. Perhaps she and Hank will even be an "item" if and when they ever get out of this weird world. She has a lot in common with Presto and she frequently functions as Confidante and Big Sister to him -- and he thinks she's terrific. She's probably the nicest of the gang, incapable of getting too mad at anyone, even Eric. The only time she raises her voice is at Bobby and then only because he's given her cause to worry. Which she does a lot of. Her power is apt because, when there's trouble, she's the kind of person who doesn't want to be out front. She would much rather disappear into the shadows.
Biography copied from Series Bible with the strike-through showing the original but rejected concept for the cloak.