There are people that debate whether or not Majora’s Mask is a game in which Link is dead and it’s him going through the acceptance of it. It is a known fact that going into the Lost Woods without a fairy is a bad idea. At the end of Ocarina of Time, Navi flies away and leaves Link.

Also, I read somewhere that the different parts of the game deal with the grief cycle:

Denial, anger, bargaining, depression, and acceptance.
Denial: Clock Town - They continued their festivities due to a disbelief.
Anger: Southern Swamp - The Deku Scrubs showed anger towards the monkey due to the loss of the princess.
Bargaining: Snowhead Mountain - They begged for their beloved Darmani to return to them at any means necessary.
Depression: Great Bay - Everyone showed depression for Lulu’s lost eggs.
and finally…
Acceptance: Ikana Canyon - The whole theme itself was referring to the acceptance of dying. The stalfos, the composer bros, all of it was to prove the acceptance of death.

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Overall, just a very interesting theory and something to think about next time you play Majora’s Mask