Because Link was not intended to be his real name. LINK is the placeholder for where you make your own name. It's a "link" to the game character. People mistook it for his name and he has been called Link ever since.

by Anonymous 14 years ago

It's The Legend Of Zelda: *insert game name here* because Zelda is the princess, and it's her legend Link is saving. Thus becoming The Legend Of (how ) Zelda (was saved)

by Anonymous 14 years ago