Is this even a question? Zelda has always been about gameplay and having fun within it. Now a few games have pulled off some great stories(MM, LA, even OoT), but overall its the fun of gameplay that contributes to the overall experience. The stories usually flow from the gameplay, and this should change, but its the reality of the series. As for whole-series continuity, nonexistent until recently. They're just now trying to put a story together, and it hasn't come out very well. Gameplay has always been the fun of Zelda, and the story has really just been an offshoot. Although it's a fun offshoot to talk about.