Sakashima the Impostor

If there is no creature on the battlefield or if you don't choose a creature as Sakashima enters, Sakashima remains a 3/1 Human Rogue.

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.

Sakashima doesn't get the return to hand ability unless a creature is copied as Sakashima enters. 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.