This is a pretty awesome series, though in all honesty its plot lines are relatively repetitive. Basically, you play the role of Link, the legendary hero of the Triforce of Courage, and are set on the quest to save Princess Zelda from Gannondorf. Gannondorf himself is another mystery in some ways. Some Zelda games refer to him as the "King of Thieves", while the latter series says he is the only male of a strange clan of desert people. 
     In the end, Gannondorf becomes Gannon, a more powerful form, who has incredible magical powers and the master of the Triforce of Power. The games provide many hours of entertainment, probably one of my favorite series ever to exist. The original "Legend of Zelda" was for the NES, followed by its sequel "Link's Adventure", which was a unique platform-based RPG and quite honestly a total flop for the Zelda world, and some thought it would be the death of Zelda. However, today Zelda consists of nearly a dozen titles, due to the SNES release of Link to the Past. Here are the following titles:

(In order of Release)

The Legend of Zelda (NES)

The Legend of Zelda II: Link's Adventure (NES)

The Legend of Zelda: Link to the Past (SNES)

The Legend of Zelda: Link's Awakening (GB/GBC)

The Legend of Zelda: Ocarina of Time (N64)

The Legend of Zelda: Majora's Mask (N64)

The Legend of Zelda: Oracle of the Seasons (GB)

The Legend of Zelda: Oracle of Ages (GB)

The Legend of Zelda: Link to the Past/Four Swords (GBA)

The Legend of Zelda: Windwaker (Gamecube)