I always call him my real name and otherwise I call him Linkness or Nesslink (a combination of my name and Link) but I often call him after hockeyplayers
That was my problem too! I used to play Smash bros. Melee with my friends, then I'd say:'I'm gonna be Zelda' and then my friends were like:'No, his name is Link!' and I said:'What?! Zelda is a girl?!'.I always used Link, though when I first started playing the games, I thought Zelda was actually Link. The title tricked me.