What I wanted to post was a link to an article by Chris Qu exploring how in the early Zelda games the world of Hyrule is Christian but that with the Ocarina of Time all of a sudden you get the religion of the three goddesses (who dress like prostitutes).
Nintendo made the decision in the mid 90s to move Link from being a kind of crusader knight character towards what we have today.
The article makes some really interesting observations, pointing out Christian artistic motifs in the early games as well as the fact that what is known in English versions as "spell book" is in Japanese referred to as "the bible".
My absolute favourite piece of evidence is the great promotional artwork for "A Link to the Past" which shows Link in prayer before our Blessed Lord. Note he ain't a protestant either.