I think that Link's Awakening needs more spotlight when it comes to its depth... I mean, the first time that I played and references were being made to Konholint Island being a dream, I honestly felt strange inside; all those people... just a dream.

Another thing was the interaction between Link and Marin, how the creators made it so that they were seen as falling in love; the dream fact tore the love apart, giving more depth.

To learn that someone you love was a dream is truely deep, sad, and heartbreaking. The way Marin would mention to Link about leaving the island and singing her song across the world, now that was deep.

And in the end, the island was truly a dream, the people were never real.
And then Link looks up after waking up in the middle of the ocean, and hears Ballad of the Windfish as the last sign that Marin got her wish, that she lived on past the dream to sing, now that was truly deep.

Link's Awakening was among the deepest, saddest Zelda title.
It is in there as one of my three favourite Zelda titles. I hope that they make another game with that deepness...