In sheet music what note is E double sharp?

E double sharp is simply the note E double sharp. On the piano keyboard it is the first black note in the grouping of three black notes (just to the left of the note "G"). In 12 tone equal temperament it has the same pitch as F# and Gb.

It is a very infrequently used note in diatonic music; mostly just in A# minor (and usually as a chromatic alteration of an already altered chord), but it sometimes shows up in big clusters of notes, as well. Mostly, it is a theoretical note (which IS used when you got into the realm of temporary "imaginary keys", like G# and A# Major).