This is true. Sheik's CoroCoro leak came early. Actually we had several CoroCoro (and I think Famitsu) leaks of (exclusive) photos early.
Not only that, but Brawl's opening which featured Marth and Ness in it was leaked about 2 days after that.
Oh, and Nintendo has let Jigglypuff get leaked 2 games in a row. With Melee, Miyamoto accidentally leaked her in an interview (talking about Nintendo characters returning), and David Hayter (the American voice actor for Solid Snake) did the same thing in Brawl before that. Both of these were about 3 or 4 months before both games' releases.
Oh, and Eiji Anouma (the head guy of the Zelda series) leaked that he let Sakurai borrow (modified) models for not just Link, but Zelda, Sheik (an unused model mind you), and Ganondorf in Brawl (from Twilight Princess, although with some modifications) in February of 2007, a few weeks shy of a full year before Brawl was released.
Also, this may or may not be a "leak", but Nintendo flashed up an image of Donkey Kong in Brawl at E3 before he was confirmed on the Dojo, lol. I can't believe it took a full year to confirm Donkey Kong.
And again, the entire Melee and Brawl roster name list was leaked in advance. Brawl's roster got leaked in 3 waves (first just the Pokémon, then most of the roster, then all of it), and Melee's roster got leaked a few days before release (people thought "Roy" was "Roy Koopa", lmao! It was like a prelude to Mario Kart 8).
So far Nintendo seems to care a looottttttt less about it, given Sakurai seemingly referring to the Palutena leak, Sakurai not shying away from the Wii Fit Trainer's confirmation, Sakurai having a Punch-Out!! stage that was super obviously a Punch-Out!! stage confirmed for 10 months before Little Mac's reveal (only people without experience thought he wasn't going to be in), as well as the Find Mii stage existing.