I just picked up my playthrough of Majora's Mask 3D from where I left off almost a year ago, so let's talk about how creepy literally everything about this game is (Romani's Ranch alien attack, just finished this part)
From canon things to non-canon things (inb4 Ben Drowned, but that's okay). Actually what are some other pastas about MM other than Ben? That are worth reading?
Majoras mask is actually link's afterlife. He is died saving everyone in ocarina of time and ended up in an alternate demension where he sees all the familiar faces again. Majoras mask represents the demon that tries to take over his dimension which creates hell.
I recently read a debuking of that idea based on the fact that Wind Waker HD makes allusions to the events of MM.
I'll pitch one out there and mention the "rumor" I had read that if you try to go back the way you entered Termina, you can end up back at Hyrule, the same exact map as OoT, only it is completely devoid of life; no NPCs, no enemies, nothing. Of course it's bullshit. The door through which you enter Termina is blocked.
Its just an all-around sad af game. You're seeing all these people on the last days of the world's existence, yknow? And they're all very aware of it.
Plus the whole putting the souls of the dead to rest so you can BECOME them is pretty intense. There could be a lot of symbolism, but the barebones plot of the game and how depressing it is is all I need for it to be my favorite Zelda game