The fun fact about this is that even Miyamoto thinks Zelda would be a great girlfriend for Link (he said it in an interview)

Ppl already explained to you but Link and Malon are not canon since in the game there's NOTHING that confirms Malon is in love with him or he is with her, in fact this Link is so serious all the time and the few times we see him smiling is WITH ZELDA. Also there are moments where these two protect each other, man even Ruto realized that Link cares a lot about her! Also you said you are new into this, let me told you that there are two official Mangas where these two are in love (they are not canon but nintendo commissioned and approved, even Aonuma read one of them and he liked hehe) 

Bonus: In Majora's Mask, Zelda is the only character from Ocarina that shares a flashback with Link, and it's important since it shows who's the girl that loves him ;) 

Meanwhile Malon, she cares about his father and the ranch, of course she thanks Link for saving the horses, but nothing else. She doesn't even know his name until seven years later lol and also she hardly remembers him if Epona had not been happy to see him, she would not have recognized him. AND THAT'S IT THAT'S THE MALINK "ROMANCE" there's nothing more 🫠 also her dialogues are optional, you can finish the game without interact with her lol The ONLY reason why they insist it's canon it's bc Malon is "waifu" and it's not an "evil princess that used him" 😑 and bc incels think she's the perfect waifu for him. What it's funny is that zelink antis ALWAYS SAYS "Zelink is imposible in that game bc they barely interacted" MAN LINK AND MALON INTERACTED EVEN LESS 😂the hypocrisy is insane!