That's something I love about all Zelda games, especially OoT. It feels so much like you're in this real world with its own mythology and history spanning back decades with all these different races. And all the races have their own deities, legends and just basic ways of living. It's not shoved in your face either, it's all subtle and sometimes just said by random NPC's who you don't even have to talk to. Like what one person says about how Guerudo women would come to Hyrule to seduce the men to get pregnant. Or yeah, about Kokiri children not being allowed to leave the forest because they become like the Skull Kid.

And one of my favorite locations is in Majora's Mask is the Shadow Temple. Almost nothing is explained about it in-game but you look at all the symbols on the walls, the sexual carvings, the inverted Triforces etc and people have come up with so many theories like that it was supposedly built to insult Hyrule's gods. Though the creepiest thing about that temple for me is just having to use that song to create those statue versions of yourself. Especially the 'fake Link' one. If you didn't get far enough in Majora's Mask to know what I'm talking about then...you're very lucky. ;)

What do you consider the most awful bossfight ever then? Unless you're talking about the giant spider in the Temple of Time which honestly didn't bother me that much for some reason. Maybe because the spider was 'too' big, who knows. :P That and the ending with the eye is just...wow, Fail.