It's clear that Saria and Link are close, but only as siblings. However, Link and Midna have a long-developing relationship throughout the game, and at the end, it's clear that they are quite close and sincerely care for each other. This is shown through their conversations and actions towards one another.
They first meet when Midna entices Link to go on an adventure with her. Although he doesn't trust her at first, Link eventually warms up to her and they become good friends. When Princess Zelda sends Midna back in time to save her life, she ends up dying instead. Devastated by this, Midna goes into a deep depression and refuses to leave her room for many days. When she does come out, she finds Link has been watching over her every day. This makes her feel better and they continue on their journey together.
Later on in the game, Midna meets with Link once again when she is possessed by the goddesses. During this meeting, it is revealed that Link loves Princess Zelda and wants to marry her. Hearing this, Midna decides to use her magic to make him fall in love with her instead. She uses her song ability to play and train him so he can fight Ganondorf. Once Ganondorf is defeated, Link breaks free from Midna's spell and tells her that he loves Princess Zelda too. This makes Midna happy and she leaves them alone.
Right from the start of the quest, it's evident that Saria adores Link. Some have said that because they are only children, they cannot be in love. Mido also likes Saria and, as a consequence, feels envious of Link because he is her favorite. However, this isn't necessarily true love. They both seem to respect and appreciate each other and their friendship seems more than just physical.
If Saria were in love with Link, she would try to stop him from leaving in order to stay with him. She would also probably feel jealous when someone else was chosen first in battle or when others received gifts before her.
However, what Saria thinks of Link isn't exactly clear. He does not return her feelings but instead treats her like a princess. This could mean that he doesn't love her but instead respects her and wants to help her. Perhaps someday she will find true love with someone else.
Midna was the game's star, and at the conclusion, it's evident that Midna adores Link. There's a reason it's named "Twilight Princess." Ilia, I believe, reflects Link's childhood. That's why he was determined to save her.
Now, does this mean that they're dating? No. But it does mean that they have feelings for each other that go beyond what is typical of villains.
Ilia has been referred to as "the princess because she once was one" and that makes sense because Link was once a hero too. So yes, they are in love with each other but only Link can save her so he must continue on his quest.
While Kanna's is more blue, but still green in some aspects, and more black/darker, while Midori's is more cyan and green, and his is lighter, when both are lined up vertically again, they are in the same spot. So my conclusion is that they are linked, which is why I want to see it disclosed on both routes, but especially on Kanna's!
Midna, who is barely alive, is delivered to Zelda by Link in his wolf form. Zelda donates her very life to save Midna, who immediately abandons her earlier plans in order to stop Zant and save not just the Twilight Realm, but all of Hyrule. In return, Midna vows to serve and protect Zelda until she dies.
Now, this isn't exactly an immortal goddess, but she's going to live forever as long as Zelda does. If Zelda dies, so will Midna. However, there are some theories that say she might be able to be revived through magic...
Navi is always available to Link. She is the most devoted friend Link has ever had, although she abandons Link in the Temple of Time when Ganondorf is destroyed. After his death, she decides to follow him to the new world.
However, it is revealed that she met another man named Agahnim in the Dungeon, who turned out to be a reincarnation of Ganondorf. He captured her heart and she became his slave. When he orders her to kill Link, she refuses and is imprisoned. But when Agahnim is about to destroy Hyrule with an evil spell, she realizes that she still loves Navi and tries to stop him, but fails. Then, just before she dies, she gives Link's sword to Zelda and tells him to use it to save Hyrule. After her death, Link finds a note that she wrote just before she gave him the sword: "Use this to save Hyrule."
Navi is later revived by Triforce of Courage when Princess Zelda uses the Sword to break the seal on the Door of Life. Once again, she follows Link into battle against Agahnim who has taken over the body of an old man. This time she helps him fight off the army that has been sent by Goron King Rho Mence to capture them.
While the versions of Link and Zelda portrayed in that game are not the same as the characters seen in following games, Nintendo did clearly establish that the cornerstone of their relationship (and this series) is primarily founded on their love for each other. This was made clear when they broke ground on a home in A link to the past where they could spend more time together.
Additionally, it's known that they have been in relationships before because of certain events that take place within some of the games. For example, in The Legend of Zelda: Ocarina of Time, it is revealed that Zelda is married to an unnamed man from her kingdom of Hyrule. However, this marriage only appears to be valid within the boundaries of Hyrule because later on in the game, she breaks off from him at the advice of Sheik, who tells her that she needs to go find herself and leave her husband behind. It is also possible that this marriage was merely a ruse to hide Zelda's true identity until she became strong enough to face it. In any case, it seems like she and Link develop a close friendship after he saves her from being killed by Ghirahim, which leads to them becoming closer partners in crime.
Lastly, it's known that they enjoy spending time together because they both belong to the royalty of Hyrule.