Harlequin was booted from his own casino after losing a bet. He travelled around Hyrule, searching for odd jobs to pay off his debt, the more crooked cases being his speciality, or rather his preference. It was one day he was approached by a tall, blue fellow who required his special talents. Harlequin couldn't refuse when the character offered him more then enough to repay his debt, even new "customers" for his casino.
Being the former owner of a casino, he has a natural skill for persuasion. Although quite clever, he will sometimes get cocky and push his luck. He can fake sensitivity for the purpose of manipulation, but he doesn't own a caring bone in his body. His childhood was based on thievery and survival of the fittest, as he grew to master his skills of the game, so did he learn to enjoy it.
Teleportation at will.