I confess to only recently getting into Zelda. I bought Skyward Sword, loved it, bought Ocarina of Time 3DS, haven't finished it and downloaded Link's Awakening too.
My favourite has to be Skyward Sword. No offense to OoT fans, it's still good, but after finishing SS I sat back and said "Wow, that was a good game!" Ocarina just doesn't quite measure up IMO.
Also, Link's Awakening is so damn confusing! I have no clue what I'm doing. Ah well, I'll find my way.
The reason I haven't finished Ocarina is cos I just got to the Water Temple. I haven't started it, but I've heard its infamous reputation and I'm kinda afraid to boot my 3DS back up. Thank God for my HeartGold Nuzlocke keeping me occupied!
So yeah, that's me, a complete Zelda noob. I really do like the series though.