Majora's Mask and Link's Awakening are the only Zeldas I would consider to have deep, thought provoking plots. Unsurprisingly, they both have a common writer in Yoshiaki Koizumi.
Awakening is not the first Zelda to have a plot twist, but that's almost always at the end while this twist actaully happens right in the middle of the game. This forced me to see the rest of the game in a new light instead of just thinking back to specific moments like all the other twists.
Suddenly all those soliloquies the later bosses have can be seen as them begging to Link to not destroy their perfect fantasy world. The monsters knew that they couldn't rule in the real world so they settled for the Wind Fish's dream and now Link won't even let them have that so they fight for their hopes and dreams. Link's victories and the bosses defeats are kinda bittersweet in that context.
And then there's the question of how much of the world is made by link's mind and not the Windfish or the monsters.
What if Marin looks the way she does and goes on a date with Link because that's Link's ideal girl made real because he made part of the fantasy world? And if that's true, then what do we make of Marin's sprite and Zelda's sprite from the Oracle games, which takes place next on the timeline, being the same?
Does Link also have a deep desire to explore the world like Marin? How deep is that desire then?
Can we take Link continuing on his journey after being told about the nature of the world as him treasuring the real world more highly than this one? Can we take it as him rejecting the plea of the monsters in order to satisfy his own? Or does he fight the monsters because it's the thing a hero would do? Little bit of both?
I really appreciate this game for showing me that Zelda can have an interesting plot and good gameplay. It doesn't have to be a one or the other thing and I don't think Majora would have been as special as it was without this game as a guide.