I honestly get confused if I use any name that isn't Link, I don't know why, maybe it's because I have a hard time envisioning the character Link as anything other than Link. If you really want to confuse yourself, name the file "Zelda." It's especially insane in ALttP, because they talk about her a ton haha.
I NEVER use my name (as in my real one). But I used Ninten* twice. I usually use Link and I sometimes use names of other characters to make it funnier. Like in PH, Linebeck was a coward so I put Linebeck for the file name. So when someone talks to Link, it could be like talking to Linebeck so he wouldn't be a coward.
I usually name him Link but if I'm doing the second run through I name him like, Arsewipe or something funny.
That way I get a kick out of it all the time I play.