After you've paid a visit to Gerudo Town and accomplished Forbidden City Entry, you have to steal back the stolen Thunder Helm from a gang of thieves only a short ride from the village.
History
10,000 years before the events of Breath of the Wild, there was a huge schism in the Sheikah when the King outlawed their technology due to being haunted by thoughts of treason. Some followed to the Royal Family's desires, burying the Guardians and Divine Beasts and going to live as humble farmers in Kakariko Village, but some of them defected from the Sheikah, and established a militant group. They sworn their allegiance to Calamity Ganon, the exact demon the Sheikah were intended to combat. Just over 100 years ago, when the Second Great Calamity seemed unavoidable, the militant Sheikah stepped out of hiding. Master Kohga, the newest member of the family which had led them for at least four generations, dubbed them the Yiga Clan and ordered them pursue Link and Zelda. Later, they took the Thunder
