According to Word of God, Christianity was originally intended to be the religion of Hyrule, which is seemingly at odds with the Three Goddesses first introduced in A Link to the Past. However not only are the original The Legend of Zelda I and Zelda II set in a distant future in which Ganondorf won the events of Ocarina of Time, but Christianity often incorporated elements of native pagan religions to make converting the locals easier. So Zelda II set on a timeline where the peoples' faith in their native goddesses might have been shaken by the defeat of the Hero Of Time, and Christian missionaries may have found ways to make use of the Triforce and its associated mythology to convert the people of Hyrule. It certainly wouldn't be hard to turn Ganon into a Satanic figure who defeats a hero of the native goddesses, while comparing the Triforce to the Holy Trinity and making ALttP's Link destroying Ganon and reclaiming the Triforce into a very Christian story.
Dark Link/Link's Shadow is part of Link as his dark side who wants to kill him. Ganon's minions are trying to resurrect him by pouring Link's blood on his ashes. Therefore SOME part of Link wants to revive Ganon.
Why is there such a huge graveyard on the coast south of Mido? If you recall that the manual says that Hyrule was was once one country, but isn't anymore, it's pretty easy to infer that Hyrule had a long and bloody civil war sometime after Zelda was cursed.
At the end of the game, Princess Zelda wakes up and kisses Link. Two problems with this: one, this Zelda is technically over a century old; and two, what does the other Princess Zelda (who Link rescued in the first game) think of this?
Considering that "Sleeping Zelda" was placed into a sleep that did not make her age mentally or physically, there isn't really much [squick] there. And considering the first Zelda showed no evidence of being interested in Link, there isn't really much to worry there.
The manga adaptation by Daisuke Shigoto plays this for laughs by having both Zelda fight over Link.