I'm kinda conflicted on what my overall favourite Zelda game is since there are two that I love pretty much equally.
Skyward Sword
Definitely the split overworld. In the context of the game, it worked, but I'm not a huge fan of it. It really cut down the exploration aspect that the series is known for by forcing the player to only search within one region, and then going to a different region requires finding a bird statue, returning to the sky, and then flying to the region you want to visit next, rather than just warp around like in most other 3D Zelda titles. It also made the game feel more like a Mario game than a Zelda game, what with the different worlds that are unlocked as one progresses through the game. One of the few things that I dislike about the game.
Majora's Mask
Honestly, it's hard to find something about this game that I don't like, so I'm gonna go the cop-out route and say the save system. I don't have much to say on the save system though because I usually stopped playing when I completed enough stuff to play the Song of Time. I never find myself using the bird statues to save because I never need to. The reason I'm mentioning this as the "aspect I don't like" though is because I know that a large chunk of the fanbase dislikes the way the save system works in that game, and I can see why they'd think that way. And if I used the bird statues to save, I'd probably feel the same way. idk though, I don't really have a problem with the save system overall, but it's certainly the thing I like the least about the game... because it's just that great of a game.