Fans of Zelda can't pass this collection up.
Reviews of each of these games will come soon, so here is my personal short opinion of each of them.
Zelda 1: The game that started it all, The Legend of Zelda is one of the finest games of the NES. Simple as that
Zelda II: The Adventure of Link utilizes a different style than the overhead view used in the original game, instead going for a more RPG like style of gameplay. Even with that, it's still a good game.
Ocarina of Time: Mario 64 might be the grandfather of the rise of 3-D games, but Ocarina of Time is quite frankly the best game ever for the Nintendo 64. You cannot beat this game in one sitting.
Majora's Mask: This may be a sequel to Ocarina of Time, but Majora's Mask adds more difficulty as you race against time to save the region of Termina. A solid entry in the franchise and another success for the 3-D genre of Zelda games.
To close out this collection, this edition includes a retrospective look at the Zelda games from the original to the Wind Waker, as well as a playable demo of WW plus a (I guess) trailer of Wind Waker's gameplay.
So to close out this short review, this collector's edition of Legend of Zelda is a must have for any fans of the franchise. It is perhaps the best way to play 4 Zelda classics in one easy way