Zelda Twilight Princess Walkthrough - Part 17 - To Hyrule CastleAlright there really isn't much to do before you go to the final dungeon of the game. You definitely want to check out our Zelda Twilight Princess Secrets / Items page and see if you're missing any heart pieces or golden bugs (if you want the cash). Also you might need the Magic Armor, so you need to do the whole Malo Mart sequence (give Malo 3000 rupees pretty much) to open Malo Mart in Hyrule Castle Town.
After you do all of this, head to Hyrule Castle to see a big cut-scene with Midna and her magical hat. After that, you enter the final dungeon of the game, Hyrule Castle!