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No, I've never used a walkthrough for my first playthrough on any Zelda game. Not even Zelda 1 and 2.

You most definitely don't need to be a genius, you just have to pay attention to game. Especially in games newer than Wind Waker, when the series becomes more and more linear, a walktrough to complete them is totally unnecessary.

When I beaten them though, I could look at a walkthrough, just to see if I did everything the best way and if I missed anything even though I try to 100% everything beforehand. I have most of the official strategy guides.