It's weird. I tend to alternate between my own name and Link. There's no rhyme or reason behind it either. For example in Twilight Princess, my first playthrough was as Tim. My second one that I just completed was as Link. But in other games I've gone the other way around. Link for the first, Tim for the second.
I think I'll use Link this first time through SS though. Don't ask me why.
I remember a father with young kids (friends of mine; I was youngish, too) whose character in Legend of Zelda was named "Schmuck." I always thought it was such a naughty word, but at the same time I was mystified as he was the oldest person I had ever seen play a videogame (he was probably like 40, haha).
No, more like Secret Of Mana or Chrono Trigger. In FF I used to name them after something that matched, characters from movies, people I know, etc. Don't think I put my name into FF characters ever.
But now for all games I keep the original name. Up until rather recently even I'd name them off of other things. In Skyrim you have to make up a name so I try to think of something medieval I've heard somewhere or make it up myself, for example.
@carlosrox But is "Link" actually the character's name? I thought that Nintendo/Miyamoto have this convoluted explanation for how "Link" just means the link from the game to the player or something, and it isn't a defined character with a defined name?