Yeah, I know about the Robin Williams thing, but I wonder if anyone else has considered it.Robin Williams named his daughter Zelda after the Legend of Zelda. I would not be surprised if more people have done the same. Both are real names, so even without the context of the series, it's not too strange. Zelda is short for Griselda, and Link is short for Lincoln.
I don't think it's that uncommon for people to name kids after stuff they like.