Is when people think that Zelda is...

1.) Link, the main character of the games.

NO! Zelda is the Princess of Hyrule!

2.) Think that Zelda is the Twilight Princess.

NO, AGAIN! Midna is the Twilight Princess.

3.) Think that Link is Zelda's man.

Um, no? I suppose that'd be cool though, huh?
It changes with each game.

4.) Argue that Sheik is NOT Zelda, when if fact, she is.

Yes, Sheik is Zelda's other form.

5.) Believe that LoZ games are hard.

Hahaha, use your heads...or buy a strat. guide. WA - LA!