Zelda is the most important character of the game : she is the girl you need to save. No game without a girl to save is a good game.
In Zelda 1 : Zelda divided her part of the triforce in 8 pieces and you
got to take them back in order to destroy Ganon.
In Zelda 2 : The princess is asleep 'cause of a magic speel.
In Zelda 3 : The princess is taken prisonner by Agahnim, then you go fetch her and she is directly taken prisonner by Ganon.
In Zelda 4 : well... She is not in the game. A Zelda without zelda.
In Zelda 64 : In all the game we think she is prisonner but she's not ! in fact we saw her during all the game... She disguised herself and even changed the color of her eyes ! Incredible, isn't it ?
Ganon is the very-bad-guy of the serie of Zelda. In zelda 1, 3 and 64, he looks
for the triforce. In Zelda 1 and 64, he got one part, and in 3, he gots all of
them and is very powerfull.
Another interesting thing is in Z1, Z2 and Z3 he is a sort of boar and in Z64 he is humain, but when you fight him, he turns into a giant boar-monster ! So then he didn't evolve after all...
Impa is the nurse of Zelda. In Z1, she is just looking for Link at the beginning of the game to tell him he must find the triforce. In Z2, she is seen only at the beginning too, saying to Link that Zelda is sleeping. In Z64, she is young and strong. She helps Zelda to escape from Ganon.
In the GBC game "Oracle of Season", Impa is still here, ordered by Zelda to help a girl.