Zelda Skyward Sword.

Don't care what anyone says about it. In my opinion,  that game was fantastic! 

Ocarina, but I didn't know English back then. Surprisingly my cousin and I SOMEHOW beat it after like 2-3 years. Playing again on 3DS makes me wonder HOW?! since I'm struggling to beat it now that I know English XD

After than it was Wind Waker on Uncle's GC. Didn't really play much, just watched him play.

Twilight Princess was my first Zelda game that I bought, but I didn't beat. Will try on Wii U.

Skyward Sword I got, but I hate it because of the controls and the backtracking/flying, didn't beat it.

Link Between World is the first Zelda that I have beaten and I really liked it.

Definitely getting Breath of the Wild with the Switch.

Link Awakening

Zelda II was my first ever Zelda, and I still prefer it over the original. ALTTP is still my all time fav, followed by Ocarina, Wind Waker and Minish Cap.

Wind Waker, first time I played it, I thought it was a pretty great game.
Now, I still think it's a pretty great game.

The first i played was Twilight princess, but the first i finished was Wind waker HD

Ocarina of Time. In January 2007 I still couldn't find a Wii, so when I found a used copy of the Zelda: Collector's edition collection for the Gamecube I got it to tide myself over until I could find a store where the Wii wasn't sold out. Started with the most famous and critically acclaimed game on the disk. When I finally got a Wii, I started playing Twilight Princess and Ocarina at the same time, but after a while just played Twilight Princess because it was more fun and only went back and finished Ocarina after I beat TP.

Zelda 1 was fun, but frustrating, and Zelda 2, which was actually closer to what I thought 2D Zelda would be like based on what I'd seen in Smash Bros. Melee, was not fun at all. I hated the tiny dagger Link used in place of a sword.

My first LoZ game was A link to the Past. Second best Zelda game, imo. Never finished it, though. My save file got deleted right before the last boss :(

Mine was the very first title. It is my favorite to this day because I can replay it and it never gets old.

I guess I would also like to admit I thought some of the items in wind waker were cool as hell suck as the grappling hook and deku leaf. Game felt more transversal than any Zelda before it.