We did go mostly in order, started with Zelda 1 when she was 4 when she decided to pick up a golden cart from my NES rack, what she picked up was not a Zelda game, it was some Codemasters game but I told her that game was not very good, but instead I knew of a golden game that was actually very good, I showed her my Zelda cart and she immediately approved as she noticed the label had 2 hearts, then she thought the game was mostly about picking up hearts so it was perfect lol
Good thing we went mostly in order after that fateful day, I managed to convince her to skip Zelda 2 so we played A Link to the Past, then with Ocarina of Time she was blown away by the 3D world, she considers it her favorite and I have to admit that it has become one of my favorites too.