Twilight Princess is generally seen as the worst Zelda game, after the CD-I ones, of course.. I personally think it's pretty decent, could have been a lot better tho..but I DID enjoy it more than Skyward Sword (don't kill me, Zelda fans..). I think the worst I've played was the 'sequel to windwaker' on the DS, I even forgot the name..there were two, I didn't bother with the second one.
My first Zelda game was Oracle of Ages, it's super cute. I always picked the dodongo companion : 3