I never played a Zelda game in my life.

[Veknoid_Outcast]

Good for you for wanting to catch up on what I consider the very best video game series.

If you have the means to buy WiiU I would suggest that. From there you can purchase Zelda III, A Link to the Past, on Virtual Console. A Link to the Past is one of the two best Zelda games, but, more importantly, it established many of the items, enemies, tropes, and trappings that define the series today. It's a perfect entree to the franchise.

From there, either wait for Ocarina of Time on Virtual Console or buy the 3DS remaster. Ocarina is, arguably, the best in the series and the best game ever made. The majority of the remaining games are available, in one form or another, on 3DS or WiiU, either by remake, Virtual Console, or backward compatibility.