Epona is the traditional name of the horse, such as in Majora's Mask and Ocarina of Time. However, Twilight Princess gives you the option to rename your horse.
While the answer above is true for Link's horse, throughout the series the name of Princess Zelda's horse has never been official; however in 'the Legend of Zelda' by Valiant comics Zelda's horse was named 'Storm'.
This however is not considered canon.
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the original name is the legend of Zelda
The first game in the series The Legend of Zelda was just called The Legend of Zelda which was released in 1987 on the NES.
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Link has more than one sword in the legend of Zelda. One Is the Master Sword!