Noble Links and stuff...Wind Waker Link could have just quit after he saved his sister, but he keeps going. Also, he's not officially part of the hero bloodline, which you could claim would make things harder for him (although the game itself definitely isn't harder).
But I have to agree with Pro, Majora's Mask is probably the hardest journey of all. Link's lost in a totally new world, he's stuck as a freaky Deku thing, and he only has three days to come up with a solution. Obviously things get a little easier for him after the first three days, but what if he ran into a problem that he couldn't solve in three days? That's what I would always be worrying about. Link's Awakening is really rough too, since he has to destroy everything to save himself. That's one game where it gets harder for Link as he goes rather than the other way around.
And then there's the original game, where there's barely any sign of human life in Hyrule. That, of course, is because the game is an artifact of it's age, but taking it out of context it's a pretty desolate world, with people living in caves and no villages to speak of. Mostly it's a savage wasteland overflowing with monsters.