You may have Sakashima the Impostor enter the battlefield as a copy of any creature on the battlefield, except its name is still Sakashima the Impostor, it's legendary in addition to its other types, and it gains ": Return Sakashima the Impostor to its owner's hand at the beginning of the next end step."
6/1/2005 If there is no creature on the battlefield or if you don’t choose a creature as Sakashima enters the battlefield, Sakashima remains a 3/1 Human Rogue.
6/1/2005 Sakashima doesn’t get the return to hand ability unless a creature is copied as Sakashima enters the battlefield. Sakashima can’t copy itself because the choice is made as part of the event that puts it onto the battlefield, and whatever will be copied must already be on the battlefield.
6/1/2005 Sakashima must be on the battlefield at the end of turn in order to return to hand. If Sakashima leaves the battlefield after the ability is activated but before the at-end-of-turn ability resolves, the ability does nothing.