Ask any Zelda fan which Zelda game is the “darkest” and they’ll immediately tell you Majora’s Mask. It’s an obvious choice, of course, and a seemingly correct one. Majora’s Mask is a game about a world drenched in shadows, centered on an increasingly paranoid town full of obtuse characters, all dealing with the oncoming apocalypse in their own ways. Warbled, strange, music drifts in the background and a gigantic, nightmarish moon slowly descends over the land, threatening to obliterate everything in it. Even the box art itself is dark, ditching the usual triumphant gold foil or heroic Link pose in favor of the titular Majora’s Mask itself; a terrifying, threatening thing with bug-eyes and spikes. And it’s only one of several horrible veils you can wear during the game’s seemingly hopeless story. Yes, Majora’s Mask is a grim story right down to its overworld named “Terminus” which is a title that just reeks of death and despair.
Source: IGN.com Why Link's Awakening Is Secretly the Darkest Zelda Game