Twist is, that character has to be wearing women's underwear/lingerie as their primary costume. And of course, they have to have been on a Nintendo system at some point. Pictures are helpful for a visual.
Who would be your pick? Lara Croft? Waluigi? Let your thoughts be known!
Personally:
Locke from Final Fantasy 6. He ain't a thief, he's a treasure hunter. And he's stolen my heart all right.