one thing that interests me in Linked Universe is the invitation of comparison of themes/ideas across the games that i might not have thought of otherwise. currently, i'm thinking of knighthood.
for example, both Sky and Wild were trained as knights, but 'being a knight' in society meant something vastly different at those two time periods in Hyrule(/Skyloft) history.
For Sky, being a knight originally seemed like a fairly mundane thing, there was a quaint little school for knighthood that everyone went to, it wasn't particularly special. Link himself wasn't even that special (the special thing about him wasn't his prowess with the sword but his utter dedication and determination to keep his loved ones' safe, not being good in school necessarily). Yes, he goes through trials to prove he is the proper protector of Zelda, the Triforce, and Hyrule, but that image of knighthood comes a bit later, especially in his life. His time at school seemed fairly relaxed, allowing him to be the type of student who sleeps in but still gets by just fine.
meanwhile, Wild has a... much different time becoming a knight. Having a sword handed to him at a young age, he was raised to believe his life's purpose was protecting the Princess and Hyrule. It's a noble pursuit and purpose, sure, but it leads him to silence and stoicism to deal with the pressure he's under. I believe his natural personality could have been at least a little more like Sky's, given the types of dialogue options we get in BoTW and all- Link without his memories seems to be a bit more lighthearted, often a little jokey. And, obviously some things depend on how you play him, but I know I have a hard time not rescuing the Hylian travellers if I see bokos going after them, and given how many helpful sidequests he has, it seems Link is genuinely kindhearted and helpful towards the people of Hyrule. In a way, he's still bearing the burden of protecting and providing for them, but he does it without the heavy weight of specific expectation that he's some complete and utter prodigy.
Sky and Wild are two of my favourite iterations of Link, partially because I'm drawn to more lighthearted stories- even though Wild's is quite tragic, it's not as heavy or dark as some of the other entries (and I actually had the chance to play it firsthand rather than only start it or watch gameplay of). It's deeply interesting to me to compare and contrast the two- I feel like they have a decent amount in common. They also had to work specifically to make themselves 'worthy' of the Master Sword, just as Zelda had to work to reach the Goddess and access her power. And, in both cases, Wild's version had a bit more of a troubled, rough time rather than just performing something ritualistic. It's funny, as the first and most recent at least in the storyline, they hold an interesting mirror to one another