The Legendary Trio of Pokémon Black & White are modeled after the Three Musketeers, being justice-bringers that wield sword-like attacks. Keldeo is their trainee, a young Mythical that can't properly wield its sword yet. However, a good trainer can teach it a special move that will unlock its power and turn it into a true musketeer. They can then take the empowered Keldeo and bring it to Pokémon Sword & Shield. Here's how to help Keldeo realize its destiny in Galar.
Transferring Keldeo From Older Games
Keldeo is a Mythical Pokémon that must be obtained from an official Nintendo event. If you're one of the lucky few who participated in such an event, then Keldeo should be sitting in either the Black/White games, X/Y, Omega Ruby/Alpha Sapphire, or Sun/Moon. If you want to bring it to the Nintendo Switch, you'll need the assistance of some apps. First is Pokémon Bank, a 3DS cloud storage app that lets players store Pokémon for $5 a year.
The first step is to find which game you have Keldeo in. If you have it in Black, White, Black 2, or White 2, then you'll need to transfer it to Pokémon Bank using a separate 3DS app called Poké Transporter. This app is free and exists solely to take Pokémon from the 2D Pokémon games and put them into Bank.
If your Keldeo is in the X/Y, ORAS, or Sun/Moon series, then it can just be put directly into Pokémon Bank. After the transfer, keep Pokémon Bank on.
Next you need Pokémon Home, a newer cloud storage app that's meant to eventually replace Pokémon Bank. It costs $16 a year on mobile/Switch, and can connect to Bank to facilitate mass migration from the 3DS games. Home will have you put a long code into the 3DS, giving you the ability to transfer Keldeo from Bank to Home. Once Keldeo is in Pokémon Home, it can be moved from the cloud into the player's Sword/Shield storage box.
Keldeo Can't Be Traded On GTS
Pokémon Home has a function called the GTS that lets players from all over the world request Pokémon trades. Sadly, Keldeo's Mythical status blocks it from being traded over the GTS. If someone attended multiple Keldeo events and wants to trade you one, they'll need to do it directly via Friend Trade.
Transfer From Pokémon GO
There are eventual plans to allow Pokémon GO-to-Home transfers, but it's not active yet. And Keldeo isn't in GO as of yet.
Evolutions & Forms
Keldeo does not evolve or Gigantamax. It has an alternate form called its Resolute Form. To achieve Resolute Form, Keldeo must know the move Secret Sword. It is possible for Keldeo to know this move pre-transfer if the trainer sought out the proper tutor. Otherwise, the cafe guy in every Pokémon Center in Sword/Shield can help Keldeo "remember" Secret Sword.
What Keldeo Does In Battle
Despite being modeled on the idea of a swordsman, Keldeo's highest stat is Special Attack. That means that teaching it hard-hitting Fighting-type moves like Close Combat might not be the way to go. Its signature Fighting-type move, Secret Sword, plays into Keldeo's odd nature. It uses Keldeo's Special Attack, but hits the opponent based on their physical Defense. This lets Keldeo punish frail Pokémon like any other Fighting-type while still being true to its other type, Water. The best Water-type moves use Special Attack, making them perfect for Keldeo.