Zelda is a legend in the traditional sense: every Zelda game is a retelling of the same folk tale, passed down through the generations in a society without a written history. Details are lost, forgotten, mixed up or intentionally changed, depending on who's doing the telling, but the core of the story remains the same. This is the only canonical connection between any two Zelda games.
Obligatory footnote to clarify that I'm full of shit and you can believe whatever you want about the Zelda timeline, which is my real point: canon is only important to the extent that it helps people. Fuck the authority, make your own canon
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