Speaking of Ganondorf, when I went up against Phantom Ganon my first time through, I was down to one heart and close to defeating him, but sneezed and was killed by the ball of light I was supposed to hit.
Other than that, nothing that terrible happens to me in Zelda games. Last night, however, I had gotten the 15 stay fairies in the stone tower temple of Majoras Mask, but forgot to claim the great fairy's sword before playing the song of time. I had to collect all of the fairies over again. And right after that I noticed I was one heart piece short, but didn't know which I'd missed. I had to go through them all until I found out it was the swamp shooting gallery piece. Other than last night, I don't experience many Zelda disasters.