Zelda definitely could use some work with the story. They need to start taking more chances. It's not just making a new and different Hyrule (look, it's flooded! Look, there's twilight!). There needs to be some real surprises and not falling into same-old same-old routines, as well as better substance in the overworlds.
*SPOILERS FOR WIND WAKER AND TWILIGHT PRINCESS, ESPECIALLY TWILIGHT PRINCESS*
Remember Zant? Remember how kind of cool Zant was? He teleports around, he's got story, he's the man behind the twilight, his face is creepy, he's new and different and exciting?
And then it turns out giant phantom Ganon head is controlling everything and it becomes Link vs. Ganondorf for the last... maybe 5% of the game?
Yeah, that sucked. I don't care if Skyward Sword has a new villain. Twilight Princess had a new villain and they retreated back into their comfort blanket at the last moment. They can easily do it again.
Or how about the artwork with Zelda and the sword, and she's stuck in the Castle with the cloak. She's amazing in the intro and early cutscenes. So what does she end up doing in the game? A few cutscenes and helping out a bit in the final battle. Just standard save the princess again. Ocarina of Time done yet again. Tetra was better done, even if she went complete damsel-in-distress after the Tower. And sure, we get Midna who is aweomse, but even Peach has gotten to help Mario out from time to time.
How about those overworlds? They are so huuuuge! ....And so empty! WindWaker's 80% sailing, and there's maybe five islands worth going back to more than once (Outset, the village, Dragon Roost, Deku, and Forbidden Palace) with another five that you need to go to. It's a giant empty ocean with 39 islands that are equally empty.
And Twilight Princess? Gaaaaah. It starts out great. Okay, with an hour-long tutorial that made me never want to start a new file again, but it's this bustling little town with tons of things to do and personality on the edge of this beautiful seemingly expansive forest and if you look at the map, the world is just sooo big. And the game looks like it's going to be awesome!
Even first stepping out into the big empty field is awesome! It's just so huge compared to the forest and it's such a small portion of the map explored! Goron City brings those characters back, and there's plot and story and wow this game is going to be incredible!
...And then it just becomes a dungeon-hopper and all those new, crazy unexplored areas of the map are even emptier. Hell, two of the longest portions (the thin line going from Lake Hylia to the fishing lake and most of Snowdrift) are just minigames. A flying minigame and a snowboarding minigame. All that map use is moot. The desert, the lake, all the upper Hyrule Field sections... they're empty and boring. Maybe 10-15% of the map is utilized for anything other than running on an open field for five minutes to somewhere else. It's horrible.
*END SPOILERS*
These are just my two major gripes. Weapon usage outside of dungeons can definitely be another one (hi Spinner! Hi Dual Clawshots!), but nothing compares to:
1) Riskier story
2) Better utilized overworlds