Chronologically, Ocarina of Time is the first game in the series. It was released a decade after the original game, but it's where the entire plot starts from, nonetheless.

The games chronologically follow this order:

Ocarina of Time
Majora's Mask
Oracle of Ages
Oracle of Seasons
Wind Waker
The Minish Cap
Four Swords
Four Swords Adventures
A Link to the Past
Link's Awakening
The Legend of Zelda
The Adventure of Link