There's not one Zelda game I actively dislike, but Zelda II has always been lower on my list of games - mostly because I've never been able to properly get into it. I've seen others beat it, but never had the patience to do it myself. One thing I've always loved about it, though, is its atmosphere.
Living Up To Its Name
Hyrule is much larger than it is in most Zelda games - the entire first game takes place south of Death Mountain, which is a tiny patch of land compared to the explorable Hyrule in this game. The sense of scope and scale makes the game feel like a grand adventure. Now that Breath of the Wild is out, Zelda II is no longer the reigning champion of having the biggest Hyrule to explore, but it was, for quite some time, what I believe the best embodiment of a true adventure in a Zelda title.
There is a sense of distant oppression throughout the game that is markedly different from the looming threat of Ganon, Zant, Vaati, Demise, or any of the other Zelda villains. There's no villain sitting atop his throne and threatening the world, because Link already defeated him at the end of the first game. Zelda isn't kidnapped, but safe (albeit cursed into a long sleep).
Instead, there's the threat of Ganon's resurrection should you fail your journey. His minions need the hero's blood to revive him, and they're ready to kill you for it. Men turn into bats that fly away in towns while saying that the eyes of Ganon are everywhere. He feels like a supernatural threat in this game more than a real, physical one - and his presence is an ultimatum, giving the player a sense of "finish your quest, or else." The game delivers on this threat with every game over screen, as well.
Hyrule, at this point, is also very sparsely populated and has fallen into disrepair. You can partially chalk this up to the original art style being very different, and the limitations of the NES. However Nintendo seems to have run with this idea and described the end of this now-Fallen Hero timeline as an era of relative struggle for the kingdom. Just look at the box art, which shows an orange sky, a dead tree, and barren plains behind our hero.
Katsuya Terada was a concept artist for the classic Zelda games, and his art helps convey the atmosphere the developers were going for. Terada's art for the game is much darker than usual for Zelda, evoking a western fantasy feel as compared to the fairy tale feel of most Zelda games, and has always been how I imagined Link's adventure were it made without the limitations of the NES. I highly recommend a quick Google search of the rest of his work, as it's the best realization of Zelda in art form that I can think of.
Darkness Over Hyrule
Nic Rowen over at Destructoid wrote a fantastic article on the legacy of Zelda II:
Among its contemporaries, only Metroid matches Zelda II’s dark sense of mood. I can’t think of any other first-party Nintendo games that use so much black. Black title screens, black menus, black stages. Darkness looms over both games in a way I can’t imagine Nintendo giving its blessing to now. Hyrule has been a colorful world for decades, filled with plump little chickens to bully and goofy townsfolk with cartoon eyebrows. Metroid is still dark, but dark in the way a modern sci-fi movie is dark, all nebulas and gases, greens, purples, and blues.
- Nic Rowen, Destructoid
He's absolutely right. There's a lot of black and subdued colors throughout the game, leaving you with the impression that Hyrule is - at the moment - a pretty scary and oppressive place to be.
The crushing difficulty helps add to the game's oppressive feel. As the player, you always feel like Link is in danger, and the unforgiving respawn point - which is the very beginning of the game - only exacerbates this feeling.
Unlike Majora's Mask or Twilight Princess, which are more upfront about their relative darkness, Adventure of Link approaches it in a more subdued and natural manner. A lot of this has to do with the minimal storytelling in games at the time, but it still reigns true. Hyrule's struggles are inferred rather than told to you. The oppressive atmosphere is one that lurks beneath the surface, like a thought nagging at the back of your mind.
I would say Majora's Mask is similar in how it offers an ultimatum to the player - "finish your quest or else" - but the darkness of Majora is a bit different. It's more "twisted" than "dark," if that makes sense - more Silent Hill than Resident Evil (although neither comparison is accurate for any Zelda game, I hope the extreme comparisons to horror help to get my point across). Twilight Princess feels like it wants you to know the game is dark and gritty, reminding you at every opportunity that this is "a more realistic Zelda." Zelda II does darkness more organically, and I love it for it.
The Reigning King
Breath of the Wild has only been out for a short time, but its likewise desperate and disparate version of Hyrule has it setting its sights on my personal #1 spot for "Best atmosphere in a Zelda game." As it stands, it has some fierce competition, and that competition comes from one of the oldest games in the series. I haven't made a final decision yet, but the bright colors of Breath of the Wild have me still edging towards Zelda II as atmospherically superior - if only by a very slight margin.
What's your favorite Zelda setting?