It can be a little hard to understand at first, as there is little to no text in the game itself. However, you can complete dungeons in any order, giving it a great feeling of freedom. Also it's a real slice of history (the first Zelda game!) and you begin to hear and see things which were carried on in future games. For example, the "Continue?" music was played by the band leader of the Indigo-go's in Majora's Mask.
^It's about the end of the game. Thought you might appreciate a warning of spoilers. But get it on VC. I am. You can trust mcfugg, can't you?