The first I was old enough to remember was a link to the past (and it's also my favorite), however I played the first 2 as well but I was too young to remember it.
OoT was the first but Twilight Princess is easily my favourite. BotW was amazing but I'm not a massive open world game type player. I prefer story driven games personally
Wind Waker was actually my first on game cube. And it came with oot. I loved windwaker and tried to play oot but gave up because of the graphics and no camera were hard to get hang of after playing WW. But once I finished ww I went back and forced myself to play oot. And I loved it. I bought the zelda collectors edition game which had all the zeldas and majoras mask and played all of them. Majoras mask is still. To this day. My favourite game ever. I loved botw but it's about my 3rd favourite zelda game as I don't think it necessarily had to be a zelda game. Could have been a new IP where you could customise the look of the character. Maybe even play as a female. But I did love botw.
I wasn't allowed to play the the 3D ones because my mom thought they were satanic...
But I did get really into Oracle of Seasons and Ages on the game boy!
The first played was the original. Favorite all around would be Oot, favorite for easy game play A link to the past, twlight princess for a more dark emersion, but of course Botw for most over all full world play.