-Under Construction-Link is the persistent young kid who must fight the forces of evil time and time again, save the land of Hyrule, and somehow rescue Princess Zelda.
In the world of Hyrule, there is some kind of apocalyptic trouble every so often, and when there is, a young blonde boy is always born who if capable of defeating the hidden forces of evil. That boy is Link. He is always Link, and he always wears green clothes and a pointy hat. Probably that would have been really lame, except that Link is such a little badass that he has made it his thing. Fans of the Legend of Zelda series have come to expect Link to wear his pointy green hat, and they are never disappointed.
The player is free to give him a name other than Link, and the game will then use that name when addressing the player. However, this makes no difference to the game itself in any way, and serves more to mark whose saved game file is whose than to customize Link at all.
Almost every Legend of Zelda game takes place in Hyrule, but Majora's Mask was set in an alternate version of Hyrule, called Termina, and the Oracle of Seasons and Oracle of Ages game also took place in different, yet similar places.
Even Young Link (shown here in his cutest form) still manages to look fairly tough.
It also varies in certain details between each game, but some things are always the same, and you can expect that finding four "Heart Pieces" will give you an entire extra Heart to work with. Rather than measure health in Hit Points, Link's health itself is represented by these Hearts, so they are always a vital part of toughening Link up enough to take on the really big baddies.
Link also lacks any strength or intelligence scores, or even Experience Points, or a number of other regular features of RPG type games. However, progress throughout the game is carefully controlled by the increasingly difficult nature of obtaining the next item or upgrade. In most senses, it can be argued that the bulk of the series blends action, adventure, and RPG-like gameplay in a very ideal way, and many longtime fans have found themselves hooked by the clever game design and immersive worlds.
Aside from collecting heart pieces and rupees (the crystalline hexagonal currency of the game), Link's biggest concern is finding new items.
Link never goes adventuring without his sword and shield, but these things are only the beginning of his options to deal with enemies, obstacles, and puzzles. The real satisfaction comes from finding the larger treasure chests which contain useful and unique items.
These things can never be purchased for any amount of rupees, nor will you just find them laying around unguarded. To get them, you will have to find a dungeon, or temple, or other perilous place, and explore it. Since these places are always full of monsters and traps, you'll probably get Link killed a lot along the way.
Every Legend of Zelda player already knows how you work around that problem; you take an empty glass bottle, catch a fairy in it, and keep it in your inventory. When the Moblins and Wolfos finally hit you for that last half a heart you had left, you will pitch forward in a dramatic deathscene...but then your fairy will pop out of the bottle and swoop around you, bringing you magically back to life to fight on.
Yep. You want to get your little Linky hands on those bottles as soon as you can, and find out where you can catch fairies to fill them. That is your Link Life Insurance policy right there. You don't want to be dead and have to go back to the beginning of the dungeon, do you? Fuck no! Bring a fairy in a bottle.
Link also tends to find a slingshot or bow (or both), and sometimes other fun projectile weapons. These are a good way to get rid of monsters you don't want to risk getting very close to, and more importantly, they help hit far away switches and enable you to solve puzzles.
Another frequent item are bombs. Yes, fucking bombs. It's a fantasy sword and sorcery game with bombs, and no one thinks is remotely strange for some reason. You can call it Steampunk now if you want, but then you're just trying to use big words.
These bombs are pretty useful too. You find a lot of huge rocks blocking your way, and you can sometimes blow open a cracked wall too. They are also good when you have a bunch of enemies coming after you, and you know you aren't going to hit them all with your sword by the time they kill you. You just yank out the bombs and start throwing them, or even just lighting them and dropping them. Sure, they're going to hurt you too, but most monsters don't have very good defense against bombs.
Obviously ready for that final dungeon now.
Link does a lot of running around on foot, but sometimes he needs to get someplace faster than that, and sometimes there isn't any solid land to run on. In these cases, Link usually gets a vehicle of some kind.
The most basic "vehicle", and one of the best, is his loyal horse, Epona. While not present in every game, Epona is a huge help, and lets Link travel and fight at the same time. Originally, Link was only able to fire a bow from horseback, but the Twilight Princess added the option of sword fighting from horseback also. Wherever Epona is wandering, she usually comes running to Link's aid when he plays her song (or blows a whistle).
LoZ: The Wind Waker gave Link a boat for the first time, though it got overused toward the end of the game. In this case, it was actually a magical talking boat (we all had one as kids), and it gives him clues about his quest when needed. A non-talking, but customizable boat is used in LoZ: the Phantom Hourglass.