To get an arrow through your head, go to an area where you have to z-target onto people to talk to them, like the guy on the roof in Kakariko Village, and z-target on to them. Now pull out your bow and aim an arrow at the character. You need to hold down the c-button assigned to the bow. While holding the button down hit the A button. If done right and the angle is good you will see an arrow through Link's head.