Ocarina of Time is pretty much the perfect spot to start, imo. It was my first Zelda and I feel like it's the right difficulty to begin. I wouldn't recommend anything earlier than that or Majora's Mask though because those are a bit more difficult than the rest. Majora's Mask is probably the worst place to start mostly because it's a bit obscure and confusing and the fact that it's a direct sequel to Ocarina of Time.