A/N: The following is more based on "Ocarina of Time" more than any of the other Zelda games.
10 Reasons Why I think Link and Zelda are Twin-Siblings:
1) They both have the same colorings (blonde hair, blue eyes, white skin).
2) They're both Hylians (duh!).
3) They're the same age (read that in one of the answer books).
4) The game talks about Link's mother, but never his father. And Zelda's father is mentioned, but never her mother. And if they were both born "before the King of Hyrule unified the land" when that fierce war was going on. . . .
5) They're both ones "of destiny" (Link was "a child of destiny" and Zelda was "the princess of destiny").
6) They were both chosen by the other two Triforce pieces.
7) It said that the Royal Family had "mysterious powers", and Link seems to have powers similar to that (both he and Zelda have prophetic dreams, remember?).
8) The ghosts of the composer brothers tell Link that he reminds them of Princess Zelda.
9) Impa said that only Royal Family members can learn Zelda's Lullaby. (Of course Zelda had a dream that Impa taught Link the song, but did she mean that only Royal Family members can learn Zelda's Lullaby? Did Impa realize that Link was Zelda's brother, and therefore a member to the Royal Family?)
10) I want Link to get hooked up with Malon! (Not as strong as the other reasons, but its still a reason!)