A lot of it stemmed from the original Legend of Zelda. Back in the good old days of the NES, most of a game's story was written in the instruction manual. However, not many people actually read the manual. (Sad how things don't change over time) Since they didn't read the manual and see Link's name printed...what 5 dozen times?, and the game was named "Zelda," they just assumed the green blob of blocks was the titular character. Ignorance and laziness won out and Link's name was believed to be Zelda for many, many years.
Even if I never played the game when it was first released I had read the summary of the story at the advertisements so I knew that Link was the hero. And I also knew that Samus was a woman since she was mentioned at the advertisements as "she".
There's a theory that goes, with events in Skyward Sword,
Goddess Hylia was the one who started it all. Her gambit for her battle against Demise was what led to the creation of Link the hero, Zelda the maiden, and their eternal reincarnations to defeat Demise, so everything in the series began with Hylia... or rather, Zelda. So it's her legend after all.