The only video game characters universally recognized for the average person are Mario and Pikachu, probably Master Chief in USA and maybe Sonic or Crash could be others that come to my mind, but i don't think so. After those, videogame characters are just known for people that usually play games, like Link, Donkey Kong, Cloud, Snake, Ryu, Drake, Kratos, Joel and Ellie, etc....and despite the money that the videogame industry moves, is still a medium not as popular as TV or movies.
People outside of gaming recognize more names of consoles or games than characters...That's why Mario is so popular, because his name is the game...(and Pikachu is because the success of the TV series), but it you asked people in the street who is the main protagonist of Zelda....., well, you could imagine what name people would say. Besides Mario, people will recognize more names like Fortnite, Warcraft, Call of Duty, FIFA, Nintendo, Playstation, Xbox than 99% of videogames characters.
I'd say Lara Croft as well. Although that's partially because of the movies as well as the games.
Nah, we all know why she is famous. It's because of her big ... guns.