In Christianity, God is a being that is the creator of all things. God is separate from our world but intervenes in order to protect our world (such as flooding the world to get rid of evil).
The Legend of Zelda contains many characters that serve a god-like role.
The Kingdom of Hyrule (the setting in most games), is said to have been created by the Golden Goddesses (Dyn, Nayru and Farore). They not only created the kingdom but they also created its inhabitants. After Hyrule was created, they left the kingdom but left behind the Triforce which contained their power. The Triforce was guarded by another goddess named Hylia. The Golden Goddesses departed to a land known as the Sacred Realm and the Triforce was sent there after Hylia could no longer protect it.
The goddesses serve a god-like role because they created the world and the people and now oversee it from a heaven-like place (the Sacred Realm in this case). They only intervene with the affairs of Hyrule if needed (usually involving sealing away Ganondorf).
There are 3 goddesses. This is symbolic of the Trinity in Christianity (the Father, the Son and the Holy Spirit). The departure of the goddesses to the Sacred Realm symbolizes how God does not live among us in our world.
The only communication between the goddesses and Hyrule is through the Sages. The Sages represent priests and/or saints and they serve the goddesses by preaching the messages of the goddesses to Hyruleans.
In many other translations of the Zelda games (such as Japanese, German and Spanish), the Sages are called a direct translation “Wise Men”, another reference to Christianity. The Sages could also be seen as symbolizing Jesus’s disciples.
Additionally, the goddesses do many other things that are similar to God (such as flooding the kingdom to get rid of the evil within it). They live in the Sacred Realm (heaven) but they have often banished evil to the Twilight Realm (hell).
Additional god-like figures also exist in the franchise. It is common for Link to visit a place with a protective spirit of some kind that is worship by a group of people. It is common for the god-like figures to be saved by Link from something and the pain of the god-like figure is also hurting his/her people.
Termina
In Hyrule, the goddesses intervene in order to save the kingdom. The Legend of Zelda: Majora’s Mask does not take place in Hyrule but instead in Termina. Termina does not appear to be a kingdom and does not seem to have any religion. Termina’s backstory isn’t really explained in the game but what is known is that it is protected by 4 giants.
The giants are all sealed away in 4 masks spread across Termina and worn by monsters. Throughout the plot of this game, the moon is slowly falling towards Termina and nothing appears to be stopping it. This story, from a Christian perspective, is about a world without God. God could save the world from disaster but since Termina has no God, then nothing can save it from doom. In contrast to Hyrule, Termina’s people don’t call for the giants to come save them whereas in Hyrule, the people seek the help of the goddesses during dark times. This is symbolic of the differences between Christianity and Atheism.
In this game, the character plays as Link who travels to Termina from Hyrule. Link serves as a Christ-figure that is brought to Termina to free the giants so they can stop the moon. Link’s journey in Termina represents the story of Christ. Jesus was brought to our world to spread the word of God to a world of non-believers while Link was brought to Termina to free the giants and save a world with no faith.