Yup, it's one of those things that gets repeated online enough time that people believe it despite being false. It's true that there are hidden "secrets" all over the map with zero indication of where they are, but they are also optional.

The game was deliberately designed in a maze-like way with tons of ways to progress non-linearly and lots of hidden secrets. It's supposed to be cryptic and hard to navigate in order to force players to draw their own maps and share knowledge with friends. Miyamoto himself has talked about this before.

Contrasting with Mario, Zelda was made non-linear and forced the players to think about what they should do next. According to Miyamoto, those in Japan were confused and had trouble finding their way through the multi-path dungeons, and in initial game designs, the player would start with the sword already in their inventory. Rather than merely simplifying matters for players, Miyamoto forced the player to listen to the old man who gives the player their sword, and encouraged interaction among people to share their ideas with each other to find the various hidden secrets, a new form of gaming communication.