Shigeru Miyamoto named the game and the princess after Zelda Fitzgerald.
Epona is the name of the goddess of horses in the celtic culture.
The Stalfos Skeletons are the only enemies to appear in every game in the series.
Koji Kondo is the name of the guy who created all the soundtracks.
Link is left-handed.
In A Link To The Past there is a hidden room called "The Chris Houihan Room". That name belongs to the winner of a Nintendo Power magazine contest. The prize was to appear in the next Zelda game.
Phantom Hourglass is the only game in the series that doesn't feature a new item.
In Zelda II; The Adventure of Link, there is a character named Error.
In Wind Waker, if you translate the Hylian text on Phantom Ganon’s sword, it states "Zubora Gabora". These aren't meaningless words – it’s actually the names of the two blacksmiths who reside on Snowhead Mountain in Majora’s Mask.
In Ocarina Of Time, you can jump the Gerudo Valley gate as a child using a cucco.
You can actually beat The Legend Of Zelda (NES) and Link's Awakening (GB) without getting a sword. This challenge is called The No Sword Run.
There is an alternate ending in Link's Awakening if you beat the game with zero deaths.
Talon and Malon (Ocarina of Time) wear a Bowser pendant.
References to Mario Bros. appear in A Link To The Past, Link's Awakening, Ocarina Of Time, Majora's Mask, The Minish Cap, and Four Swords Adventures.
Link's Awakening is the only game in which Princess Zelda does not appear, although, Link mentions her name.
Shigeru Miyamoto revealed in his book "Hyrule Historia", that the skeleton that teaches you the hidden sword moves in Twilight Princess is, actually, the ghost of The Hero Of Time, in other words; he is Link from Ocarina of Time and Majora's Mask.