The four main Links: Sky, Time, Twilight and Toon.
Sky: The gentle one; and possibly the nicest. Sky's a true explorer who loves to discover new worlds and equipment to help him solve puzzles and tasks. His biggest goal being to make sure Skyworld stays safe from any potential evil that barrages upon it.
Time: The most well-known Link; he's a very bold yet sometimes childish swordsman. Time looks after the other Links as if they were his own children (the only one literally true to that is Twilight) and enjoys playing the melodies upon his ocarina. He also works upon a farm part-time with his childhood friend Malon.
Twilight: A mixed "grab bag" amongst all the Links, Twi's got himself a unique compilation of tactics and weapons. Keen animal-like sense, powerful strength that could take down a Goron and of course a big heart of gold. This Link is always on an adventure, whether it's sledding upon Snowpeak or fighting off the undead in the Arbiter's Grounds.
Toon: Youngest of the four Links, "Toony", or the Hero of Winds is an eccentric yet audacious hero. Born on Outset Island with his younger sister Aryll; Toon didn't have much of what it was necessary to be a legend (aside from his sword training) but found his passion as one after mastering a magic baton of the winds and travelling upon the seas.
Link (c) Nintendo