You were talking to Zelda at Hyrule Castle. At some point Link had his arms wrapped around your waist from behind and was leaning his head on you shoulder while you two were talking. You didn’t notice so you continued talking to Zelda until she spoke up.

“Are you and Link dating?” Zelda asked out of curiosity, seeing how close the two of you are.

You shook your head no but Link nodded, while making a small hum, trying to confirm her suspicions.