Epona

Epona's (エポナ, Epona) role in The Legend of Zelda series is that of Link's steed. She made her debut in the first 3D Zelda game, Ocarina of Time, for the Nintendo 64. She also appeared in its sequel, Majora's Mask, Twilight Princess, and as a small cameo in the Oracle series and The Minish Cap for the Game Boy Color, and Game Boy Advance, respectively. She is most likely named after the Celtic goddess of horses, Epona.

Ocarina of Time
In Ocarina of Time, Epona is first encountered when she is just a foal at Lon Lon Ranch where she was raised by Malon. She is wild and untamed, running away when Link approaches, and only Malon can get close to her. After Malon teaches Link "Epona's Song" for his ocarina, Epona stops running away and approaches Link. Malon then says that Epona has taken a liking to Link.

Link next encounters Epona seven years later when she has become a mare. Unfortunately, things have taken a turn for the worse at the ranch and Ingo is now in charge. At first, Epona runs away from Link again, but once he plays "Epona's Song," she remembers him and trots to his side. Link then participates in a horse race against Ingo, with Epona as his steed, and wins much to Ingo's astonishment. Ingo then challenges Link again to try and counter the shame of losing by winning this time and to persuade Link, bets Epona herself on the outcome of the race. Needless to say, Link wins, and Epona is his. However, Ingo is not to be trusted and attempts to prevent Link from leaving with Epona by shutting the gates. This is not a problem for Epona though, who just jumps straight over and out to freedom. From that point on she will willingly carry Link anywhere she can and will run to his side whenever he plays "Epona's Song" on his ocarina.

Majora's Mask
In Majora's Mask, Link is seen riding on Epona at the start of the game, both of them still young. Epona is startled by two fairies, Tatl and Tael, and Link is thrown to the ground and knocked unconscious. Skull Kid then appears, wearing Majora's Mask, and searches Link's unconscious body, finding the Ocarina of Time and taking it. Link gains consciousness to see the Skull Kid standing above him, playing on his ocarina. The Skull Kid attempts to hide the ocarina but Link has already seen it. Link lunges for him to try and get it back; however, Skull Kid leaps out of the way and onto Epona, before galloping away. Link leaps but only manages to grab onto Skull Kid's leg. Epona continues to gallop along, dragging Link along the ground until he loses his grip as Epona veers round a bend, and is forced to watch her gallop off with Skull Kid on her back. When Link finally catches up with Skull Kid again, he tells him that he got rid of Epona as she was a "stupid horse" that didn't listen to a word that was said to it. Link does not encounter her again until he makes his way to Romani Ranch in Termina. There Romani teaches him "Epona's Song" and gives Epona back after Link practices shooting aliens from horseback.

The Oracle Series
In the Oracle series, a nameless horse that looks very similar to Epona can be seen in the games' introductions, being rode on by Link. They are seen either riding in green fields or near a rocky shore before Link discovers a castle, which houses the Triforce that transports him to either Holodrom or Labrynna.

The Wind Waker
The Epona from Ocarina of Time makes a small cameo in the introduction of The Wind Waker, being ridden by Link while he and the people of Hyrule celebrate Ganon's defeat.

The Minish Cap
Epona also makes an appearance (without a name) in The Minish Cap, however Link cannot ride her. She is under the ownership of Lon Lon Ranch, and can be seen in Hyrule Castle Town with Malon, who will sell milk there after Link helps Malon and Talon find the spare key to their farm house. Minish Link is able to communicate with Epona, who says "Please! Buy some Lon Lon Milk from me! If you don't, my wagon will be too heavy on the trip home!".

Twilight Princess
In Twilight Princess, the player can actually choose the name of Link's horse, the default name being Epona. Link starts the game with Epona in Ordon Village. Link uses her for his job as a rancher, but it is Ilia who takes care of her. Ilia gets very angry when Link treats her poorly or she gets hurt. After the village is attacked by King Bulblin, the horse disappears. Link reunites with Epona later in Kakariko Village. She runs around desperately attempting to throw off two Bulblins. Once the Bulblins are defeated, Link has to tame her and then take her off to save Colin. In this game, Link uses spurs rather than carrots, and Epona can gallop faster than in previous games. In most locations around Hyrule Field, Link can call Epona to his side by blowing on the Horseshoe Grass (and later on Ilia's Charm) - both instruments play "Epona's Song" from Ocarina of Time.

Epona plays a much more prominent role in this game than in previous games in which she has appeared. For the first time, Link can use various items while riding her, including the sword. There are times in which it is necessary to use Epona to progress in the game, which often includes battle on horseback. Both King Bulblin and the second-to-last boss are horseback battles.

While Link is in wolf form, he is able to speak with Epona briefly, as with other animals. Her only line in the game is ''"Link... Hurry up and return to your true self..."'

Trivia
The Ocarina of Time manga refers to Epona as a Clydesdale.