If you don't like 'running around hopelessly' the games you will enjoy the most are Skyward Sword, Twilight Princess, and Wind Waker. The first Zelda does not give you directions on how to proceed and leaves it to you to discover the dungeons and secrets on your own, and the second is radically different from the rest of the series and makes Dark Souls look like a Kirby game when it comes to difficulty.
If you won't be turned off by that then just play the games in the order they came out. If you are turned off then play WW, TP, and SS first and the start the 2d Zeldas with A Link Between Worlds and Minish Cap, as those are the most accessible of the classic 2d style games.
I first played Ocarina of time and Twilight Princess at the same time in 2007, and found that TP was a much better designed game. Going back to the older 2d games is not easy when you play them after the 3d games.







