I really enjoy the Zelda series. The first game I played was Majora's Mask. Then I played Ocarina of Time, The Wind Waker, Link to the Past, and Twilight Princess, The Minish Cap, The Legend of Zelda, and Zelda II.
Majora's Mask I loved as a kid. It's the Zelda game that really stands out in my mind. Ocarina of Time was just as good. I enjoyed the sailing in Wind Waker and the overall theme was pretty fun. Twilight Princess was one of the greatest games I've ever played.