Art Shift: Link's daydream of himself rescuing Saria is drawn in a more anime-like fashion. Saria still looks the same in the normal series art, though.
Brick Joke: Near the end of the first episode Navi comments that Link would just piss himself upon reaching the graveyard. A flashback near the beginning of the second reveals that he did exactly that.
Butt Monkey: Link. He's constantly getting whacked around by Navi, enemies, and Gorons. Especially Gorons.
Pet the Dog: Navi complimenting Link after he defeats Volvagia in Part 3.
Real Men Wear Pink: A pink fairy hits on Navi and thinks Navi's rejection is because he's pink. He flies off crying.
Shaggy Dog Story: Part 4. Link traverses the infamous Water Temple, has an epic battle with Dark Link, has to face Morpha without healing after said battle with Dark Link, and he ends up getting nothing to show for it. In regards to Ocarina of Time, it's sad but true.
House: Ok, it looks like this fine 16 year old supermodel on top of the world is having a little heroin problem and a thing for having sex with her dad, which happens when you're chromosomally a man, but her body is immune to testosterone for some reason so it so it turns him to this hot girl, but she has some hidden testicules in that supermodel body of hers and they got the cancer.