Zelda (well...OoT anyway) taught me to stay on guard no matter who you're dealing with, to help others in need, and to stay away from the shady characters, specifically those on dark horses. I'm serious about most of that, anyway.
Hmm. I've thought long and hard and I must say this: Zelda hasn't really taught me much. Video games are not usually meant to teach you things - I think of them more as interactive action movies. While I do believe that video games are art, they have yet to benefit the common people in an educational way.
Killing things with a sword solves all of your problems.
Run backwards to go faster.
Eat other peoples internal organs to live longer.
Teach women how to do a dorky dance and they will bow down to you and call you master.
Wear a blue shirt and you can breath underwater.
Bunny slippers can make you hover in the air.
Now that I got all of that out of the way...
The answer isn't always obvious and you may have to think long and hard to find it.
Keep in balance, don't let you power overrun you.
Helpful advice is found everywhere and comes from everyone.
Zelda has taught a few things:
Putting on Iron shoes and jumping in water is a good idea
A shield can block explosions
It's a good idea to wander into other creature's mouths
Shooting eyes with a slingshot will reward you
Don't stab chickens
Jumping down wells is a good idea
Breaking people's pottery is legal and will get you money
If someone is sad, pull out an ocarina and play the song of healing: Their face will come off and you can wear it as a mask
(Except for Yetis. But Grandma knows how to keep all the right ingredients handy.)
Okay, seriously? I'm gonna agree with the person who said to explore, because you never know what you'll find. I'm playing through the original game now for the first time and I'm astonished at how much exploration is involved compared to the other games. It actually teaches you a lot about taking chances, especially where bombs are concerned. (Okay, your own bombs don't damage you, so you can forget the obvious implications of what I just said).
Barring a walkthrough or already knowing where everything is, you don't know what you're going to get when you bomb a wall. Is it going to be free money? A shop? A demand for door repair money? Or the ever-popular nothing? Lots of times, bombing walls pays off. But not only are there those times when it's a door repair guy, but you also have to worry about running out of bombs. (If you don't upgrade, you can only carry 8!)
So what have I learned? It's important to take chances, because if you don't you miss out on a lot. However, if you're going to take chances, you have to be prepared to pay the price.
Oh, and blue is always stronger than red, except when it's a potion.