It would have to be OoT for me. I'd played a few games before that: my brother and I got an original gameboy system for free from someone, and it had LA, but I was so young I couldn't figure out much of what to do; then later, we got a gameboy color, and my brother purchased OoA, which I was actually able to beat at that point, being a bit older, although I had some serious difficulties at certain points. Then a while later, when we got a gameboy advance, I eventually got MC; not because it was a Zelda game, but because it had pretty good ratings on game sites. But I still wasn't hooked on the Zelda series really, as didn't think much about playing other games from it.
Then my friend got a free N64, which we decided we'd share, and split the cost of games. One of the first games we got was, of course, OoT. We played it almost non-stop whenever we were both in the same place, and it was just totally awesome. Then of course, when I found there was a sequel to it (MM) we just had to get that. So I've been hooked on the Zelda series ever since.