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 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.
Maybe Ganondorf, after defeating the Hero of Time, took his body, undressed him and crucified him in front of the people of Hyrule, as a warning and a way to destroy their morale?
We've never seen a Hyrulean villain crucify people — not even Ghirahim, who threatened to burn Link alive. Ganon also has less appetite for atrocities than you probably think (he didn't torture Zelda to learn the location of the Triforce of Wisdom, didn't kill the seven maidens in The Legend of Zelda: A Link to the Past after he broke the seal on the Golden Land, and spared Link's life in The Legend of Zelda: Ocarina of Time and The Legend of Zelda: The Wind Waker); and the bearded Christ we see in A Link to the Past concept art doesn't match any Link we've ever seen. Instead, the first three Zeldas seem to be set on a more magical version of Earth — maybe somewhere near Romania — with Christian missionaries, like Link himself in the first game, entering the country from outside.
It actually makes sense that collecting Link Dolls gives Link additional lives when you consider that some believe voodoo dolls can be used for protection. In fact, severalothergamesuse them as accessories that "die" in place of the user if their HP should run out. Perhaps every time Link dies while still having lives left is one of the dolls being sacrificed in his place.
At the defeat of every boss... you see Link's shadow. Foreshadowing?
Why is the first game's area a tiny little Nostalgia Level region in the overall map? Because Ganon and his forces captured this generation's Zelda and holed up in a small, isolated region that was dangerous for anyone to attempt to attack. This game might as well be showcasing the entire rest of Hyrule, contextualizing just how far Link would've had to travel across the lands just to hope to rescue someone because everyone else failed, especially for a child, and how small-scale an adventure the original was in the first place.
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.
As clearly stated in the CD-I games, Link would be bored if Ganon and his warriors just disappeared one day, mah boi.
Why is there such a huge graveyard on the coast south of Mido? If you recall that the manual says that Hyrule 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 Zeldas fight over Link.
Link's blood is needed to revive Ganon, but after the events of the game, what is stopping Ganon's minions from just waiting for Link to die of natural causes or some unrelated freak accident, and then digging up his body to get his blood? How long will Ganon have free reign over Hyrule until another Link rises to oppose him again?
Link's blood is needed to revive Ganon, but if Link dies by falling into lava, all of Link is vaporized, blood and all. Yet somehow, Ganon is revived.
As mentioned by a troper on the Headscratchers page, maybe Ganon's minions already had some of Link's blood on hand from previous encounters and Link needed to die first for the ritual to work. Becomes Fridge Horror when you think about what happens when Link dies of natural causes, if some of Ganon's minions are still alive.
But what if it matters how Link died? If Ganon's faction is going to all this trouble to capture and sacrifice him, it's easy to imagine that sacrificing Link would make Ganon just about invincible; that using Link's blood without killing him would bring Ganon back strong but not that strong (Voldemort pulls this off in Harry Potter and the Goblet of Fire; you don't remember this sequence because Voldemort is so stupid that he's dead again twenty pages later); while using Link's blood after waiting for him to die of natural causes would produce a weaksauce revival, possibly even a situation like The Legend of Zelda: Oracle Games where there'd be no point even bothering.
But Ganon's faction includes a number of immortal beings (certainly demons, probably centaurs and wizards), so Hyrule is going to find out the answer to this, one way or the other... unless Link's wish on the Triforce at the end of this game crippled Ganon's faction at least as badly as his wish at the end of The Legend of Zelda: A Link to the Past did. And the power of a Triforce wish depends on the emotional force of the person making the wish — so a Link who just survived Zelda II is probably going to wish hard enough to seal Ganon and his forces for a very long time. Maybe even ten thousand years.