Alright, busy week, [MENTION=15886]jontherobot[/MENTION] ...
Majora's Mask (MM) is a bit harder for me to prove, so I'll start with Twilight Princess (TP.)
A lot of seeing him as the ENFJ I believe him in TP to be is in his characterization and how he fits into the world around him. Hyrule in this game isn't about go about from town to town in a somewhat whimsical, directionless fashion (a la Wind Waker.) Greg Kasavin, formerly of Gamespot, said that he felt this world was more alive than that of The Elder Scrolls IV: Oblivion. As such, it's up to link to use his raw, physical prowess to overcome challenges. This setting for gameplay probably has some root in the fact that TP is the first with the Wii remote and thus a more advanced physical control scheme. My point is: Link probably has Se in some capacity as a result of this.
The next question then becomes: What is Link's primary motivation for embarking on his quest? The same question can be asked in all the Zelda games.
I believe that his purpose throughout is to face whatever fortune (Se) may put in his way in order to guard the livelihood of those he cares (Fe) about most. To do this he has to develop his dexterous nature (Se).
There are several events in the game that are like heroic ENFJ fantasy scenarios. Like the boy tied to the end of the ogre's javelin as he rides about taunting link. There original plan way to escape into the fields but link managed to arrive just in time with relentless speed on his steed.
This is in contrast to Ocarina of Time's (OoT) following one's destiny (Ni) for the betterment of the world (Ni+Fe.) The idea here is that Link develops his 3rd cognitive function during his quest. That's what makes him heroic. He's well-rounded.
A second point to consider when determining Link's type is by looking at the type of his (typically female) assistant.
It seems to me that the female assistants are matched up for judging functions but just in an opposite order.
In OoT, Navi was clearly an SFJ, making sure to get Link's attention and then telling him an observation which may or may not be obvious. Also, she chastises him at the beginning of the game for being lazy and is incredulous at the proposition that he could be the one to save them all.
In MM, Tatl was probably an ESTX, chastising link for his lack of observation and the fact that he would frequently overreact (apparently.) That makes me think NF link despite the continuity and OoT Link being an ISTP. MM does feature a kind of alternate universe them, though, and it's entirely possible that Link 'switched' personality types somehow.
Finally in TP, she's clearly an ESTP, playfully teasing Link and steadily growing to like him on some level as the game progresses. This isn't just because he's helping her. It seems to me that she genuinely likes what he stands for as well. At the very least, one would have to assume that they get along when it comes to Ti-Fe. I find that that's one of the major dimensions that causes conflict, differences in judging functions.
There's not much else to say about TP.
There's one point where the shopkeeper in Faron Village describes you as oftentimes excitable or even loud (hinting at E.)
Any questions? I'll get to MM in a few days. I'm reading a book that ties philosophical constructs onto the Zelda games. I need to finish the one with MM
Also, I think that Skyward Sword Link is an INFP and his assistant Fi is an INTJ.