I ALWAYS go with “Link” for my first time through the game, definitely. My real name, for one, is always one letter too long to put anyway, so the few times I’ve used it were to distinguish my file from my nephew’s, my sister’s, or my father’s, but I had to spell it differently and I made sure I had beaten the game at least once using the name “Link”. Somehow I just think of him differently when he’s named that, and so I take it more seriously than when the characters are calling him by a girl’s name. Katherine just doesn't sound the same, anyway. So for the most part, I try to keep it as "Link". :>