The first Zelda game I ever played was Link's Awakening. It was also the first video game I ever played, It's still one of my favorite games ever. I guess you can see this in my signature too though.
First one i played would have to be OoT, back three or five years ago. I enjoyed it, at least the little i played, but was more of a mario fan at the time, so i etopped playing... Silly little BeastModeMan.
My first Zelda game was Twilight Princess. I have no regrets on playing it first when my other choice was Wind Waker. I chose the game because of the graphics. It is my favorite Zelda game and my favorite video game.
I really liked twilight princess. It was definitely one of my favorites, but they could have made it way better. They should make a Twilight Princess HD.