Before The Legend of Zelda became known for its somewhat complicated lore and disconnected story lines, the popular Nintendo series had real-world religious influences with Link originally written as a devout Christian warrior.
I wouldn't blame you if you missed the references to Christianity in the first three Zelda games because the hints were always subtle (especially for children) and it was never explicitly stated by characters in-game.
One of the biggest in-game hints of religious imagery was found in the Japanese version of The Legend of Zelda. If you played the English version of the game, you're probably familiar with the Book of Magic, which had a cross on its cover.
In the Japanese version, the Book of Magic was actually called the Bible. At the time, Nintendo of America was extremely sensitive to any sort of religious or Christian imagery, which is why the name change occurred.
You might have also noticed that Link's shield had a cross, which suggests that Link was intended to be some sort of Christian warrior or crusader. In later games, Link's shield features a Hylian crest instead of a cross.
The same sort of religious imagery carried over to Zelda II: The Adventure of Link, but instead of a Bible, one of the obtainable items was a Cross.
The third game in the series, Legend of Zelda: A Link to the Past, also had its fair share of Christian imagery, but you wouldn't have known that unless you knew some Japanese.
The sanctuary in A Link to the Past was called "kyoukai" in Japanese, which translates to church, and the sage who lived there was called "shimpu," which translates to priest.
It's important to note that the Japanese term "shimpu" particularly refers to Catholic or Eastern Orthodox priests, which rules out Eastern religious influences. It's safe to say that Hyrule was written as a deliberately Christian world.
But perhaps the biggest piece of "smoking gun" evidence for The Legend of Zelda's Christian influence is a piece of artwork that depicted Link praying before a crucifix.
The artwork of Link praying was apparently official art for A Link to the Past, but I wasn't able to pin down the exact source despite the picture being shared on the internet quite a lot over the past decade. It's possible that this was only concept art.
Regardless, it's clear that there was Christian imagery in early Zelda games (and that's not even considering indirect references and metaphors).
It's less clear why there was Christian imagery and why it was abruptly taken out of the franchise and replaced with a fantasy religion.
Were the developers legitimately set on making Hyrule take place in a Christian world or did they only have a cursory interest in Christianity? And was the Christian imagery removed because of pressure from Nintendo of America?
Whatever the reason, it's quite sad that references to Christianity were scrubbed from the Zelda universe. There aren't many explicitly religious video game characters, but it could be a worthwhile character trait that adds motivation and depth to a character's actions.
In Link's case, the image of him praying makes him seem more relatable and shows a humble part of him that players haven't seen. The art makes it seem as though Link was seeking courage through God before embarking on a tough journey.
Don't get me wrong; the direction Nintendo took the Zelda franchise isn't bad, but the Christian version of Link had a lot of potential as a character and was never given a fair chance to develop.