Every The Legend of Zelda game is almost contractually obliged to have a Guide Dang It in it somewhere.
And how about the second quest of the original? Items get moved around, and every level's entrance is now hidden, with the exception of Levels 1 and 5. It also throws fake walls at you. You'd be stuck in a dungeon, having bombed every wall and been unable to find a way out, until you realized that some walls let you just pass through if you walked up to them.
Level 5 in the first quest, where you have to go through a looping screen (the original Lost Woods) several times. Level 8 is accessed by burning a conspicuous tree with the candle. And Level 7, how would they know the whistle does more than just warp you around? There's also a tombstone in the second quest graveyard that is opened with the whistle.
There is an in-game Player Nudge for how to find Levels 5 and 7. The old woman by the waterfall tells you to "GO UP, UP, UP THE MOUNTAIN AHEAD" if you pay her the middle amount (a Guide Dang It in itself, since by that point most players are conditioned to pay the maximum amount), and an old man in another dungeon reminds you that "THERE ARE SECRETS WHERE FAIRIES DON'T LIVE," but you were still on your own for figuring out to use the whistle there.
The Legend of Zelda has many things, such as shops, heart containers, and free rupees behind bomb squares and burned trees. Sometimes these are required (such as Level 8), and sometimes they are optional (heart containers). Unlike later Zelda games, there is no visible indication that you can bomb or burn any particular square. The only two ways to find these spots are to bomb and burn every single square on every single map, or use a guide.
Shigeru Miyamoto has said that he designed The Legend of Zelda to require player collaboration, which is essentially admitting that a guide is required.
It's made arguably worse by the fact that the only hints you got for these puzzles were from talking to the memetically-Engrishy old man in the caves. The hint for Level 8 - "10th enemy has the bomb" - was horrendously mistranslated, the original Japanese actually saying "Look for the Lion Key". Not that it would have made much difference anyway, since the Lion Key (a skeleton key that opens any locked door) is one of the most non-essential items in the entire game.
Spirit Tracks. New puzzles involve using your entire collection of songs or gadgets until/if you manage to stumble on the one that works. Every single person in Hyrule exists in a vacuum, unaware of the world around them and the people in it. This is a huge problem when you rely on them for critical information. Gameplay functions go unexplained even by the people that need you to use them. Actions that should logically yield a given outcome do nothing. Actions that logically should do nothing are required to progress.
Beedle's Air Shop is a store run out of a hot-air balloon, and is the only place to carry the Bomb Bag, which as in previous Zelda games is the only way to carry bombs. Of course, you'll need to get him to land first. He tells you how by mailing you a letter, which you will not receive for some time. Until then, have fun chasing him around like an idiot!
Getting all the stamps is a pain. The sand sanctuary one was undoubtedly the worst though. It never would have occurred to me that you would have to go back later just so the resident lokomo would tell that he needs cuccos which, of course, you need to use to reach the tiny island where the stamp station is.
There's also Thunderbird, the 2nd to last boss. The only way to remove its invincibility is to use a certain spell. Which one is it, though? Someone told you "If all else fails, use fire", how about that? WRONG! The mysterious "Spell" spell has to have some use besides turning enemies into Bots and revealing a hidden door. Again, wrong. No, it's the Thunder spell, which costs a majority of your magic bar and is almost completely useless because of it. Not many people suspect the "kill everything on screen for 50% of your magic bar" spell is the one that makes the boss vulnerable.
And yes, the boss' name is Thunderbird, but neither the game nor the instruction manual tells you that, which means you'd have to read a guide.
And it would be more logical to assume that a Thunderbird would resist electricity...
Let's not forget about the bridge man for the town of Saria, which caused a lot of people grief when they became stuck after only one dungeon! All you are told is "Only townspeople may cross". So do you lure a townsperson over? Do you talk to people around there to be sworn in? Do you have to come back after finding a second dungeon? How about wander randomly in the forest to the north to find a man named Bagu, despite the fact he is never mentioned otherwise? Oh, and his house is hidden, so you have to comb all of those trees, even with the forced battle areas. To top this all off, you need to talk to Bagu, or else you can't get the hammer, which you need to reach the next dungeon! Averted somewhat by a monster in one house. He's asleep, but if you bother him enough times, he tells you to see his 'master' in the woods north of Saria. (But you have to bug him enough times. Your average newcomer to the series might not think to try to talk to him a third or fourth time after only getting "z z z z" from him.)
Worse is the Hidden Town of Kasuto. The hammer that lets you break rocks also lets you 'knock down' tiles of forest in the overworld. Beneath one of these tiles - one! - is a town tile. There is nothing anywhere to hint that the hammer does this, or that you'll ever need to do it, or that one of these tiles could hide something, especially since you discover other places hidden in the woods just by walking into them. In Old Kasuto, you are told "THE TOWN IS DEAD LOOK EAST IN WOODS." That is all you are getting.
In a linked The Legend of Zelda Oracle of Ages game is the Heroes' Cave. In one room, there's a puzzle to turn yellow floor tiles into red ones like in some other dungeons in the game. You can spend hours of trying to solve the puzzle with at least one tile being left. The solution? Using your Cane of Somaria to create a block on the tile counts as turning it red.
The Zelda Spin-off, Freshly-Picked Tingle's Rosy Rupeeland, has the character paying money to people. If you don't offer them enough, they'll tell you to get lost. Offer them too much and you'll have wasted a bunch of money. It's even worse when you're selling items because trying to charge too much may make you lose the opportunity to sell that item at all!
In Ocarina of Time, there are 100 skulltullas for you to find. The manual mentions that skulltullas can sometimes be found in trees, and dislodged by rolling into said tree. If you hadn't read that, you're unlikely to try it, as the trees are small and barren and clearly could not be hiding a skulltulla. Let's not get into the Skulltullas that only appear at a certain time of day, or only exist in one time period...
In The Legend of Zelda: The Minish Cap you have to scoop up water with a bottle and pour it on a seed... except the game gave no indication that you could scoop up water with a bottle or that pouring water on the seed would immediately make it grow.
Link's Awakening has doors that will only open if you throw a pot at them. Aside from not being very intuitive in the first place, this logic doesn't work in any other game in the series, so veteran players are even less likely to think of it and just assume they missed a switch or something. At least the DX version added hints to help.
Majora's Mask is more or less Guide Dang It: The Game. Certain masks are obtained by going to a completely random spot at an arbitrarily specific time, or by using an item or mask in a completely irrelevant location. And then there's the Theives' Hideout. Go and find six bottles, no clues whatsoever!
The Legend of Zelda Oracle games have 64 Rings for you to collect, and gives you a list of 64 to fill. And the game does not tell you how to find any of them. It does not tell you that Rings have 5 different classes, and events that give you random rings only give you rings from certain specific classes. For example, some events only give you rings from class 1-3, and others only give you rings from class 3-5. But you would never know that because the game doesn't tell you anything about ring classes.
The Advance Time Ring and the Advance Nature Ring can only be found if you play the games on Game Boy Advance. Otherwise, the shop that they are sold in is simply a closed door that you can't get into. And again, the game never tells you that you have to play both games on an entirely different system to get those rings. And if you bought the game from the Nintendo eShop? Tough luck, you're never getting in.
The Red Ring in the Oracle of Seasons is probably one of the biggest offenders. It requires you to slay 4 different "Golden" monsters in 4 completely different locations in the game. And those monsters only show up in a specific season in that location. And the game gives you absolutely no hints as to where the monsters are or what season they are found in. And, of course, those "Golden" monsters don't even show up until you've first talked to an NPC that definitely won't be found if you're just running through the main quest. The entrance to finding the NPC is also only found in a specific season. And again, the game gives you no hints to finding him.