Sheepy is just a temporary name for her. How she got it not a lot of people know. Hell. Not a lot of people even know what she is! Neither does she really. All she knows is that she loves all things sweet. And stardust. And stars. She likes eating stars, stardust and sweets. Lots of S's there. But you'll get used to it. She even has a little lisp!
Just uh... don't make her angry or sad. Either one makes her cry.
Star Spangled Sheep