There are a lot of theories on who Link is looking for in the beginning of Majora's Mask. Many people believe that he's looking for Navi, Link's trusty (but annoying) fairy in OoT. I believe that he's looking for Saria, another friend in OoT. This is my theory:
After saving Hyrule in OoT Zelda sent Link sent back to the past. Since Navi left Link, she will no longer help him with quests and puzzles. Kaepora Gaebora doesn't need to help Link anymore because there is no danger in Hyrule anymore. Link heads back to Kokiri Forest. While Link was gone, Saria went to her place outside of the Forest Temple where you learn Saria's Song. Link Goes to look for her. Since Link no loner has the advice of Navi and Kaepora Gaebora, he doesnt know the way to the Forest Temple where Saria is. He stumbles upon a "portal" which leads to Termina where the events at the beginning of Majora's Mask happens. Also i do believe that it's an alternate dimension of Hyrule. Some things are different than the normal version in OoT. Look at the difference of the Kokiri Sword in MM and OoT, the same goes for the Hero's Shield. Also Instead of a Triforce, which is a sign that represents the heavens, there is symbol that looks like Majora's Mask all over the place.
Think differently? Have the same theory just a different spin? Leave a comment below!