Majora was the primary Antagonist of The Legend of Zelda: Majora's Mask.
There are several backstories to Majora's origin, but this one is the most likely: There was a strange creature who walked the world of Termina. Hunters tried to get its valuable hide to no avail, until one man did it. He carved two masks from the hide and presented them to the gods. A year later, an Insane Monster named Majora broke into Termina. The Gods imprisoned Majora inside one of the Masks. Fearing Majora may break free someday, the strongest God, The Fierce Deity, placed his powers in the other mask. A few days later, a battle shook the heavens, and both Masks fell from the heavens to Termina below.