My favorite character would have to be midna from twilight princess. However my favorite is majoras mask because of the ominous feeling of it and it was (to me) really challenging (:
I basically grew up with LOZ, and I can honestly say I enjoy all of the games. Wind waker was my favorite for a long time and I still like i, but after Twilight Princess got published I got a new favorite. tho I like Skyward Sword as well because of Pipit who's my favorite of all characters, but Midna is pretty amazing too.
for some reason I've always disliked Zelda quite a lot, and I can't say that I like Ilia either..
I like this game especially because it had new and old mechanics, and as the series is known for; a great story of adventure. I played it alot way back in the day. It was different than the other games in some ways, it stood out.
Ocarina of Time is my favorite. Its the first one I beat growing up, even though I play many of the older ones and watched my brother play them. Honestly its the story that I love. Skyward Sword is my second favorite again for the story.