Sheila's story is probably one of the most controversial in the book. While all her other friends are well-received when they show off their true selves, Sheila gets flak from everyone when she tells people what's in her heart:
Everybody around me is dark and ethnic. Which is in, by the way. Look at all the supermodels. They're from places like Venezuela and Africa and Puerto Rico. Then there's me, white bread and pale as the moon. I can't even tan without burning myself. I look around my neighborhood and this school, and nobody looks like me. I keep thinking if I could just stick out less, if I could learn to walk and talk like the kids around me, maybe I would fit in more. (63.5)
In a way, it's kind of understandable—Sheila is Italian, so she's considered white—but she doesn't fit in with her ethnic-looking family because of her blonde hair and blue eyes. She also doesn't fit in with her classmates; she feels plain and boring compared to them. And so she wants to change her name, her walk, and her looks to fit in more.
Yeah, it is a pretty weird plan. Wesley finally points out the issues with it:
Wesley put his hand on my shoulder. "Sheila," he said, "you want to hang with brothas and sistas, it ain't no big thing. Just don't try to be them […] Soon as you get out of here, you're going to go to a college or get a job where everybody else is as blond and blue-eyed as you. They walk like you and talk like you. What're you going to do, then? Change yourself back?"
The truth of his words pinned me to the wall. I never even stopped to think about the future, about leaving this school, this neighborhood, maybe even this city. All I ever think about is now, because now hurts so bad. (63.11-12)
Sheila might feel left out and be in the minority now, but as Wesley points out, someday she'll grow up and move into a world where being white with blonde hair and blue eyes is seen as the norm. Being black isn't just a costume you can put on and take off to disguise yourself when you want to feel like you belong, so she needs to check herself.
In the end, Sheila admits Wesley is right and realizes that the way to make friends and gain acceptance isn't changing her name or her background; it's just being herself. People will like her for who she is, so she just has to accept herself and be comfortable in her own skin. Sure, it's easier said than done, but Sheila definitely makes some strides.