The series is evolving to let you enjoy it "freely in a vast world."
http://www.nintendoworldreport.com/news/38059/miyamoto-explains-upcoming-wii-u-zeldas-open-world
Shigeru Miyamoto further explained the "open world" of the upcoming Legend of Zelda game for Wii U in the 74th Annual General Meeting of Shareholders when asked when more information would be announced for the game.
Though he could not give any information that has not already been officially announced, he did recap that it was announced at E3 that it will have an "open world," though Miyamoto himself prefers not to use that term. However, "open world" was used at E3 to make it easier for consumers to understand:
"This term means that there is a large world in which players can do numerous things daily. In the traditional “The Legend of Zelda” series, the player would play one dungeon at a time. For example, if there are eight dungeons, at the fourth dungeon, some players may think, “I’m already halfway through the game,” while other players may think, “I still have half of the game to play.” We are trying to gradually break down such mechanism and develop a game style in which you can enjoy “The Legend of Zelda” freely in a vast world, whenever you find the time to do so."
Miyamoto then made it clear that A Link Between Worlds was a checkpoint for them to evolve the series' structure:
"We created the games in the traditional “The Legend of Zelda” series in steps that players could easily understand and follow; the player would obtain a new item in each dungeon, use the item to clear that dungeon and be able to enjoy applying the items in different ways after acquiring about eight items. However, in “The Legend of Zelda: A Link Between Worlds,” we broke that down and let the player rent different items from the beginning, so the player could use different combinations of items. In this way, we are gradually changing the structure of “The Legend of Zelda” series, and we are preparing to newly evolve the series for Wii U."