Spoiler (not a spoiler if you are past water temple)!
Just beat the water temple, and saw that cutscene etc. I knew Midna probably had some affiliation with Zant, so that wasn't a surprise. But when I flopped out of the sky into Hyrule field with pink Midna (wtf?) and as wolf link (is the coloration slightly different?) and the piano background music, I was in awe. My brother was going to sleep though, and I wanted to have full sound, so I saved. I'll play through it tomorrow. I really love these post-dungeon story driven segments.
End spoiler!