Links Awakening on the Game Boy was my first, Afterwards (around a year maybe just over) I played through A Link to the Past at my cousins when we visited them for a family holiday as they lived at the seaside and they had a SNES :) I didn't actually get a SNES at our house until years after that.

Ocarina of Time was technically my very first, but the first Zelda game I ever sat down and beat was the original, back when it first came out on Virtual Console.

My first Zelda was also Wind Waker on the Gamecube. Loved it and it is still up to this point the only Zelda I've completed.

Zelda II, then one year later Zelda I. Zelda II: The Adventure of Link is still to this day my favorite Zelda title. Never found old Kasuto back then though, only years later when I got it for my GBA I finally managed to win the game

Ocarina of Time was technically my first (played it at a friend's house when I was really young) but the first Zelda game that I actually owned a copy of was Wind Waker. The first Zelda game I 100% completed was Ocarina of Time 3D.