Would someone explain to me what to do against a Shiek
Switch to Falco.
Juss playin, personally I think that there is a lot of useful things marth can do. Utilts work very well against sheik, and you can chain them together and finish with an fsmash.
Ken combos work well against sheik too. Against fox and falco Ken combos are definitely possible, but imo sheik's are just easier to ken combo.
Another thing Marth has on Sheik is edgeguarding. Hold on to the ledge, roll back on after sheik just initiated her Up B, and then Fsmash her off. Granted due to certain factors this won't work every time, but it works a lot.
Also, i've never played a high level sheik, but what I've noticed is that a lot of sheik players dash attack. A lot. Just shieldgrab it. I don't know if you play with higher level players, but this is just from my experience. Another thing that works well on sheiks that like to shieldgrab is pivot forward smash. Just dash out of range of the dash attack, then pivot fsmash the other way.
IMO, what makes this match hard for Marth is a combination of a lot of things, but it's due largely in part to the fact that Marth can't gay sheik like he can fox, falco or Marth, but Sheik CAN gay Marth. Just be careful, and be patient, but when i say patient, i don't mean camp. Sheik's needle camping is gay, and chances are it will outcamp your fair/grab camping.