Legend of Fog of the Shepards.

One day, there was a yellow cloud. That cloud was ruled by a god of the light, Beleas. Beleas fell down a dark path. In a great fight, the cloud was scattered, falling into the realm of mortals as Twisters. You, were one of these cloud pieces, but instead of an thoughtless cloud, you took the form of a yellow-fleeced sheep, an immortal one at that.

You have to defeat Thedar's minions from stopping you from reassembling your cloud, for Beleas' sake.