"I was in Hyrule." Zelda decided simply to be truthful because at this juncture, there was little served by concealing her race and origin. She was Hylian, clear to be seen, and was not of the same world as this man. That was easy enough to discern just from looking at her. As for her name, well, she did not have to give a real one if it felt too dangerous, did she?

"Have you ever heard of it?"