Sheena formed together around 2003 with Peter Wallner, Matt Wilson, and Joe Weed all having experience together in a creative musical environment. Matt McClaine, a drummer of the early band, parted ways in 2005. The remaining members decided to carry on with the "Sheena" moniker, and began writing material that represented their evolution towards electronica inspired dance rock. In 2006 the band signed to Santa Cruz's Love's in Heat records and released their debut album, "Wah-Ha era" recorded at Santa Cruz's Indigital Studio.