This is really quite a difficult question. As there are many, many characters in the Zelda series which I would be interested in being. So. I'll list a few of the characters I'd like to be.
First of all, I think it would be pretty fun, and awesome, to be Majora's Mask. Or Majora. Whatever you want to call it. Having the power of the gods at your finger tips. The world is your own little playground! It would just immensely fun to have the power to destroy whatever I want, create whatever I want.. I could be nice, or I could be evil. The fun would be endless.
I would also like to be Zunari. You know him? The guy in the parka who lives on Windfall Island, and he has the shop where you buy the sale? I think it would be fun to be him. First of all, you get to live on Windfall Island, which is already quite an awesome place. Second, you get to own a successful shop there. And I always thought that shopkeeping would be quite fun. Plus, he's just over all and interesting character. He reminds me a lot of Apoo, from the Simpsons. It would be fun to be him.
And lastly, I would like to be the carver in the Nintendo Gallery... What is his name again? I think it's.. Carlov! Yes, that's it. He gets to sit inside a nice warm and cozy gallery, safe from any dangers all day, and carve pretty little statues! Doesn't that sound fun! Also, he has a very nice collection of items back behind his counter. It would just be fun to even hang out at the Nintendo Gallery all of the time. It's really a pretty cool place.
There are probably a lot more people who I would like to be, but those are the three that came to mind..