"Some call our realm a world of shadows, but that makes it sound unpleasant. The twilight there holds a serene beauty..."
Midna hesitated for a split second as the two children ran off, torn. From the way that Link had jumped in to protect them, as well as how the boy was dressed, she guessed that he was very invested in their safety. As such, she was tempted to look after them herself, since Link was at that moment quite involved in a fight. Goddess, she hated those skeleton... things... Which brought up the conflicting point; she didn't want to leave Link. Sure, he had the backup of at least three other people, but...
Shooting one last look at the two other combatants-- the young woman who looked like Princess Zelda and a fierce-looking man-- she quickly slipped into the retreating boy's shadow just before he disappeared into the woods. What was it with Link and these cowardly little boys, anyway? Although she had to admit that Colin, at any rate, had gained quite a backbone during the course of their adventure the year before. Maybe this child showed similar potential.
Hearing the boy's words, however, she decided that this was unlikely. What. An. Idiot. Not even waiting for backup. Midna was very, very aware of what generally happened when you followed one of these monkeys. Bad things happened. Things like forest temples, insane monkey guardians, and giant spiders. And she'd been with Link while dealing with those things, Link who definately knew what he was doing as far as combat went. These children clearly had no such advantage.
Well... she'd just do her best to keep them safe until Link could catch up. That was really all she could do, assuming that she still wanted to keep her cover. Dammit.
"...You have seen it yourself as the sun sets on this world. Bathed in that light, all people were pure and gentle..."