The Sheik opens in a hotel in the Algerian city of Biskra. A dance is being held, hosted by a young woman named Diana Mayo and her brother, Sir Aubrey Mayo. It transpires that Diana is planning to leave on a month-long trip into the desert, taking no one with her but an Arab guide. Diana grew up without parents, and as a result she became a bit tomboyish, with a freedom that at the time was normal...