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Grace DoubleNegative

I had a dream... In the dream, dark storm clouds were billowing over the land of Hyrule... But suddenly, a ray of light shot out of the forest, parted the clouds and lit up the ground...-Zelda, Ocarina of Time

Love Through Time

These are just a sort of simple analysis of the relationship betweene Link and Zelda in the more recent titles in the series.

A Link to the Past

I appreciate your coming so far to rescue me. As I thought, you are the legendary Hero. I have felt this from the first time we met.

In Link to the Past, Zelda contacts Link throughout the game, telling him to rescue her. Zelda displays an amazing amout of faith in Link, which helps Link on his journey. Link, in return, helps Zelda by rescuing her (and the other maidens.) Zelda can communicate with Link telepathically, which is further evidence of their special bond. Some people feel that in this game, Link and Zelda are siblings. At his uncles urging, he leaves to save the Princess, but it is in this line that he implies something more:

""Link, you can do it! Save the Princess... Zelda is your... ... ..."

See here, I think he's trying to say "destiny" or something along those lines. And as Emi pointed out, it's very clear that Link is descended from a knight, and the whole "Queen with knight" dynamics don't make very much sense.

Anyway, the greater point is that obviously, there is something destined about these two, as they combine their poweres to defeat the Dark Lord Ganon.

Ocarina of Time

Again, a sense of destiny pervades Link and Zelda's relationship. Zelda dreams of Link, and Link is told by the Great Deku Tree to seek out the Destined Princess...as children, Zelda instinctively knows she can trust Link. Together, they plot to protect the Triforce/Hyrule. When the early part of this plan fails, Zelda, disguised as Sheik, helps Link on his quest through the darkened world of Hyrule. So, she isn't just hanging around in a tower, waiting to be rescued...Sheik is the probably the most important NPC in the last half of the game. After revealing her true self, she is locked in a tower (she is Zelda after all, you have to go and save her from a dungeon), Link comes to her rescue, and they defeat Ganondorf together. Zelda cares for Link so much by the end of the game that she changes history so that he can have a proper life. For me, the bond between this particular incarnation of Link and Zelda is the strongest. As evidence, look at some of the things Sheik says to Link:

"It is something that grows over time... a true friendship. A feeling in the heart that becomes stronger over time... The passion of friendship will soon blossom into a righteous power and through it, you will know which way to go..."

See, although contextually she is talking about his brother Goron, I can rip the quote out of context for my own selfish purposes. Mwaha. I happen to think it describes their relationship nicely.

The Windwaker

What do we get out of bringing some helpless little kid along with us? I'll tell you what we get...a headache.

In this version of the tale, far removed from the other games, Hyrule is dying and Zelda doesn't even know who she is. Link and Zelda/Tetra are both very young, and this puts a damper on the romantic side of things. However, as friends they truly shine. Tetra constantly makes fun of Link, shoots him out of a canon, and even after she realizes that she is the lost princess, she has a very playful demeanor about her. But she obviously has much affection for the crazy boy in the funny clothes, though she doesn't like to show it. When she comes into her power, she expresses her emotions most candidly:

Link! I don't know how to say this... Everything that's happened to you and your poor sister... It's all been my fault. ...I'm so sorry. Link... Be careful...

After being locked in a castle, this time for her own good (...) she uses the light arrows to help defeat Ganondorf with Link. Not to mention the other help she gives our hero previously as Tetra.

But Wait, There's More!

In the earlier games, there was almost no character development...that phenomenon was mainly explored on the SNES and later. But you can say the special relationship between the hero and the princess was implied the same way it is in the rest of the games: through the virtue of romance, and the way these stories go.

Interesting to note: Zelda kissed at the end Link in Oracle of Ages and Oracle of Seasons! Yay.

Also interesting to note: From what I remember about the old TV series (I was really young) and what I can find online, Link had a thing for Zelda but she wasn't having him. Oh yes, our princess is too good for the mere Hero of Time. However, that cold and icy exterior was all a front, and she really did love him after all. Awww.