To be fair to Nintendo, they painted themselves into a corner.

The first game was supposed to capture the feeling Myamoto had when exploring the woods near his home as a kid, so it has an excuse plot about collecting magical plot tokens on a quest to rescue a princess from a monster. It did well enough to get a very dissimilar sequel, because Nintendo also hates sequels. Myamoto always wants to do something new, he always resists making more of a good thing.

The third game, A Link to the Past, returned to the top-down dungeon crawl, but there was room on the cartridge now for some NPC dialog, so they wrote some backstory. And they got a little carried away becuase they wrote a creation myth, a deep backstory of the kingdom, a villain, and the design document of the rest of the series. The fourth game, Link’s Awakening on Gameboy, is canonically a dream. It all happened in Link’s head.

The fifth game, Ocarina of Time, is a prequel, they made a game out of A Link to the Past’s fluff text. Fans went fucking nuts for it. The sixth game, Majora’s Mask, is a game made on a strict one-year deadline, it has themes of constantly ticking clocks and impending doom. Write what you know, boys.

The Oracle games are side stories that don’t effect the overall story, Wind Waker is the way it is because Myamoto went on a vacation to the beach and liked it, see also Mario Sunshine. Minish Cap is a distant prequel that takes place before OoT, and then Twilight Princess came out, made almost entirely to address the backlash against the cartoony art style of Wind Waker and to a lesser extent Minish Cap.

Nintendo sold the Wii on its motion control gimmick. Twilight Princess was a launch title for the game, but TP was designed for the Gamecube and they just mapped wiimote swipes to button presses. They took the rest of that long console generation to develop Skyward Sword with actual motion controls, and it was yet another distant prequel even predating Minish Cap.

It’s the 2010s by now. Youtube exists, and fans are starting to make video essays about the sprawling, self-contradictory series and trying to form it into a cohesive whole. Detecting a merchandising opportunity, Nintendo releases Hyrule Historia, a nearly 300 page hardcover book that among other things contained the officially sanctioned timeline of events: The timeline splits into three separate parallel realities at Ocarina of Time, meaning some of the biggest entries in the series to date: A Link to the Past, Wind Waker and Twilight Princess, had nothing to do with each other.

One 3DS sequel to ALttP later that largely takes place in yet another alternate reality, and they come out with Breath of the Wild, which is deliberately nowhere on the timeline and contains details established in all three split realities, followed by Tears of the Kingdom which retcons even Ocarina of Time out of existence.

TL;DR: The story of the Legend of Zelda series is best summed up by its main character, Link, when he said “Hep! Hap! HEEEEEYAH!”