2. The Hero's Shade Is Link
If you've played Twilight Princess (which I'm assured by the online Zelda community is an abomination and best forgotten) then you've met the Hero's shade. This legendary warriors teaches Link many moves and imparts the wisdom he has learnt over the years but never mentions who he actually is. According to Hyrule Historia, however, it turns out that this legendary warrior is actually Link himself. It makes sense really, the Hero of Time from Ocarina of Time and Majora's mask passing on all he's learnt to the new Hero who also happens to be called Link, they also happen to look rather similar. I don't mean to complicate matters and I know the timelines of the games are difficult at best to understand, but really? You're going to create a character who appears in every single game in the series, wears the same clothes, has the same name and usually does the same thing and then have him pass on the lessons he's learnt onto... himself? That's almost as absurd as a plumber who's rushing off to save a Princess every half hour rather than doing his job and fixing the plumbing.