You take control of Link and find yourself standing in the middle of Hyrule at the start, you head into a cave and get yourself a wooden sword; what you do next is entirely up to you. The world of Hyrule is completely open and you are free to explore it as you please. There are temples in various different locations which house each piece of the triforce (and are full of monsters and simple puzzles) and it's basically up to you qo. Admittedly, there is an intended order and the difficulty slowly ascends according to that order, so doing one of the later ones first is going to be difficult, but it's also unlikely, since the tougher temples are in the harder to reach areas.
Beyond the eight temples you need to find, the world is full of secrets and just walking around searching for secret openings is very fun. I find it very satisfying when I set a bush on fire and find that there was a secret staircase beneath it. It pays to explore, as well, as there are some extremely useful items to be found if you're willing to look. You're given very little guidance, however, and other than cryptic clues from a few old men hidden in caves, you're left to find out everything yourself, which could be potentially off-putting for some players (but not me).
Towards the end, it does get a little difficult, just because there's an abundance of very strong enemies which can be frustrating at times. Also, while the music of the game is pretty good (though 8-bit) there aren't all that many musical tracks and the NES era visuals may appear bland to some. But, generally, the Zelda series is off to a very good start, and if you're a fan, you should definitely give it a try.
(I do not own the copyright of the screen capture.)
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