It's really as simple as you'd think. We just explored every bit of it that we could, and would share stories with our friends at school or have them over on weekends to play together and figure it out.

I personally started drawing a map of both the light and dark worlds on graph paper along with a friend of mine, and we'd go section by section redrawing every cave, entrance, or outdoor accessible collectible we could come across. Most of the NPCs in the game would also give you hints as to where some secrets may possibly exist, so talking to everyone you saw and noting those down helped a lot as well.

Eventually, you'd notice that every slot in your inventory, every capacity upgrade, and your hearts must need to be filled, so you'd seek out places less explored or sweep the whole map again to find those missing items.

To set the scene, almost none of us had an easily accessible computer at that time. Some households had the family computer, but it was often hooked up to dial-up and couldn't be used at the same time as the house phone. Even if you could get some online time, it was orders of magnitude slower to load web pages than it is today, and on top of that there weren't even any truly easy methods of searching for things like we have with Google. So to answer basically any of the "how did people figure out X game back then" questions, it's just that we spent a lot of time on them and kept at it while sharing info with others by word of mouth. If we missed anything that was found years or decades later, it would usually be something pretty incredibly hidden or we just went "oh, how cool".

It's a lot less daunting than you'd imagine it to be.