Well most of the Zelda games I have played I played when I was young. So the only ones I haven't used guides for are Twilight Princess, Skyward Sword (the easiest home console Zelda game in my eyes), Phantom Hourglass and Link's Awakening. However difficulty is subjective, one man's challenge is anothers walk in the park. You find Twilight Princess hard while I find it easy, and likewise there may be a game that you found easy that I find really hard.
Well most of the Zelda games I have played I played when I was young. So the only ones I haven't used guides for are Twilight Princess, Skyward Sword (the easiest home console Zelda game in my eyes), Phantom Hourglass and Link's Awakening. However difficulty is subjective, one man's challenge is anothers walk in the park. You find Twilight Princess hard while I find it easy, and likewise there may be a game that you found easy that I find really hard.
I think you're right about different people finding different games challenging. I didn't find Twilight Princess all that easy the first time I played it and had to use a walkthrough several times. I'd hate it when people would say how laughably easy it was because it would just make me feel even more stupid and I'd wonder if there was anything wrong with me.
I then came to realize that part of my difficulty was that I came into the game relatively new to the Zelda series. Prior to that I attempted the original LoZ and AoL as a young child when my older sister introduced me to it and never got very far. Twilight Princess was the first 3D Zelda game I played and I knew nothing of Ocarina of Time, which many say the game resembles in some ways. It was also my first game on the Wii so there were the controls themselves to get used to as well.
I played Ocarina of Time after Twilight Princess and even though most would say it's more difficult than Twilight Princess, I found it easier just because I had more experience.
With each successive Zelda game, I started to see more patterns in the ways puzzles were constructed, in the ways enemies presented themselves, etc. So I needed a guide less and less. In Wind Waker (the last 3D console game I played) I didn't need a guide at all to complete the main quest. To get 100% though, I still used one a couple of times.
Spirit Tracks on the other hand, was the most recent game I completed and I had a very difficult time with it even though I had already played and beaten several Zelda games. I'll even go as far to say that it's one of the most frustrating Zelda games I've played. The puzzles were structured differently and some really left me stumped. Then there was the whole getting used to the controls, especially the stylus and the awful spirit flute. So there would be times when I knew exactly what I needed to do but I just could not make the controls cooperate.
AoL on the other hand is hard but I didn't have the issue that some people have. There are people who cannot beat AoL, who gave up on it who would find some of the things I found difficult to be a breeze. I'm not saying AoL is easy by any stretch. It certainly isn't when it comes to combat. I died many, many times playing it but I don't consider it impossible.
Then there are the minigames within the Zelda games. Although they are often optional, I've often found them to be much harder to beat than the actual main quest of the game itself. The minigames often require lightning fast reflexes or an extreme degree of timing and precision- especially the shooting ones. I can have passable skills in these areas and beat the main quest but it's not good enough to beat some of the minigames. I know because some of them I've played 100 or more times and still can't beat it even though I've watched videos or read guides about it. Someone else beats the same game after only a few attempts. There must be a difference in brain chemistry or something.