She tries to hide

Midna burst out of the bath, spilling water all over the floor. She stood in the middle of the room, completely exposed and glistening with water. Quickly, she scanned the room, searching for a place to hide her nakedness.

She could either climb down the ladder to the basement or climb up a different ladder into the loft.

With only a few seconds left before Link came through the door, Midna made her decision.