I have a pretty interesting history on this. So let's go back a bit.
I was introduced to Zelda initially when my cousin, John, got TP for his birthday, along witmyh a Wii. He named his character Link1. It's worth noting that I told him that Epona sounded like a girl's name, but he named her John
I later played TP myself, and stuck with the original names.
Years later, I played ST, never making a connection between it and TP. I stuck with Link. Halfway through, I gave in and found a walkthrough, using none other than the fabulous ZD written guide. That's how I came here, but I wouldn't join the forums for quite a while. But on subject, I unvreatively named my first file Link, never finished it, and named my second file Baba-Boy. It was the first file I ginished any game on--any game at all. In ST, I have named Link Faronon, L3v1th1n, and most recently Deku. I've found that pretty much anything goes--if you can get used to it, it will become your name.
I got PH used from a friend, naming my first file Bab-Boy in honor of the other big in ST, and from there I stick with Link on PH. However, I did valiantly finish my friend's old file, named xan. No capitals.
It will continue. I intend to play WW and maybe as as Baba-Boy, I will play. I pln my next TP fike as PotSmasher, and I want to play a game as Majora. There are so many others.
But to answer the question bluntly, no. I never, ever go by my own name in a Zelda game. I'm a
girl, after all.