I find Zelda(the character) to be lackluster, although my experience of the lore is probably even more lacking. Let me explain.
When I first played one of the games on the GBA years ago, I thought Link was Zelda. I never actually finished it since one of the bosses was too much for my 8(ish, not too sure now) year old brain to comprehend. Throughout the years, although having played many games that featured Link(I just assumed this was an alias) in them, I still failed to recognise this flaw in my logic(name in title = (my) main character name). I settled for the opinion that Link/Zelda were pretty awesome from my time in Super Smash Brothers.
I realised(of course) that this childhood belief of mine was completely false upon my playthrough of Twilight Princess on the Wii(I bought it in 2009 I believe). So, in my mind, Zelda went from being a sword-wielding-boomerang-throwing-bomb-dropping hero of the world to a princess that needs rescuing every so often(~upon further research conducted since my mind was blown when I first realised).
Also, I recalled watching a music video about the Legend of Zelda recently and dug it up out of my history:
Music Video!