Select controller:Your next target is the ocean. However, the obvious path there is blocked off by a fence that seems impassable. You'll need another way to get past.
Return to the first day and buy a Powder Keg in the Bomb Shop in West Clock Town. Then, exit to Termina Field. There's a path to the right of the swamp, follow it to reach Milk Road. Hit the Owl Statue there, then go to the large boulder at the back and use your Powder Keg to blast it away. Afterwards, continue to the ranch.
Romani Ranch
Walk forward and you'll discover your horse, which you lost way back in the prologue. Speak to the little girl running around. Her name is Romani and she wants you to protect her precious cows from "them". Agree and you'll start a target practice on horseback. This isn't a big deal, but you might as well give it your best. After that is done, you'll regain your horse, as well as learn Epona's Song!
She will ask you to come here at 2 AM. (Doing this will be incredibly helpful for later on.)
If you did come back to the ranch at 2 AM, you'll see that aliens are trying to abduct the cows. Run, or ride the horse around the barn and shoot any aliens with your bow that try to get near. The dog will indicate where the next alien is, and if just one reaches the barn, you lose. If you wish, you can use the Inverted Song of Time to slow down the aliens, which makes this task a cinch.
If you succeed, you'll get a Bottle for your efforts.
To Great Bay
Now that you have your trusty horse, call it and ride towards the fence in Termina Field. Epona can easily jump over the fence, allowing you to get to Great Bay Coast.
Swim out into the water and you'll find an injured Zora, who will ask you to push him to shore. Swim up to him and hold 
until you reach the shore. He will try to walk a few steps but then fall over. Talk to him and he will tell you how some eggs were stolen by Gerudo Pirates and he failed to get them back. Play the Song of Healing at this point and you'll get the Zora Mask. If you want to learn how to use your new powers, check out the grave.
Swim out to the building in the middle of the water. Activate the Owl Statue there, and look up to find old trusty Tingle. Shoot him down and buy a map of Great Bay for 20 Rupees if you wish. While you can go over to Zora Cape and check out everything, there isn't much to do there. Instead, swim out along the coast. Look underwater as a Zora and you'll find four wooden boards. Ram the second one from the left to enter the Pirates' Fortress.
Pirates' Fortress
The Pirates' Fortress is well-guarded, and if you're caught by any of the pirates, you will be thrown out, so beware. If avoiding the guards is too hard for you, you can skip forward a bit and acquire the Stone Mask, which will make you invisible to the pirates.
To the inner area
The first area is littered with pirate boats. Swim behind one of the boats until you see a switch on the way. Stomp it as a Goron, which will open up the underwater passage. Transform into a Zora and dive down there.
Once in there, swim forward and ram the wooden board. Push the first block forward, follow the path and pull the other block back. Now you can ram the other wooden board and swim through the maze. At the end, the water jet will blow you upward. In the next area, a stream will push you out if you try to swim along the surface, so dive down and avoid the water mines hanging at the bottom. Once you reach the end, surface and open the door to get to the next area.
Here, climb up and go up the stairs. At the top, by looking across you'll find a crystal switch, which will make the gate to the next area open. However, this gate will only open shortly, so hurry; throw your Zora boomerangs at the switch and jump down into the water to make it through the gate before it closes. On the other side, there's a stream at the bottom, so swim along the surface avoiding all the water mines on your way. At the end, climb up the ladder. There's another small puzzle here - step on the switch to make the gate open. Quickly run to the inactive water jet and shoot an arrow at the crystal switch before the gate closes to propel you upward to the next floor.
You'll want to jump off the water jet immediately as it's going to push you into water mines hanging from the ceiling. Instead, climb the ladder right next. From here, if you wish, you can look through the telescope to get a good view of the inner area. Otherwise, turn around and shoot an arrow at the water mines, which will cause them to blow up and reveal a crystal switch. Hit it with an arrow, then drop down and go through the now opened door. Outside, follow the rather straightforward path to get to the inner area.
To the throne room
This area is full of pirates. You can stun them temporarily by shooting them with an arrow, or hitting them with the sword (good luck with that, though). Or, if you have the Stone Mask, feel free to just run past them.
You will need to climb up the watch tower an go across the bridge. Stun some pirates, and run across once you think it's safe. Once across the bridge, go through the door. In the next room, go forward and you'll be able to listen to a discussion by the pirates. As you'll find out, the pirates have four eggs, while three more have been stolen by sea snakes. Once the discussion is over, shoot an arrow at the beehive through the barred window, which will cause all the pirates to panically leave the throne room. Get back out, jump down to your right and open the door there to get to the throne room, which should now be empty. Open the lone chest to get the Hookshot!
Zora Eggs
You need a bottle for each Zora egg. Once you collect an egg, drop them inside the Aquarium in the Great Bay coast. As you heard form the converstaion inside the throne room, four are in the fortress, and three are taken by large sea snakes. Three of these are guarded by pirates.
- One is in the throne room.
- Go to south-west section of inner fortress, take the east doorway.
- Go to north of fortress, then take west doorway.
- Go to the North, then climb to the north-east area. Hookshot across the left hand side, and exit via the door.
The remaining three are at Pinnacle Rock. To get there, you first need to knock out a pirate and take a close-range pictograph of one. Bring the pictograph to the fisherman to trade it for the golden seahorse.
Head to pinnacle rock, and kill all of the serpants. While you only need to kill those containing the eggs to proceed, defeating all the serpants will give you a piece of heart. A serpant can be killed using a shielded ram attack.
After placing the remaining three eggs in the aquarium, you will learn a new song, the New Wave Bossa Nova.
Warp to Zora Cape, and play the song to Lulu. This will awaken a turtle who asks you to climb on his back; do so with the hookshot to enter the Great Bay Temple.
Places of interest
- In the sothern great bay during the daytime, you can break the jars in one shot as a Zora. Stand in front of the middle, and use the boomarang attack to take out all five. The prize is 100 rupees, but Jar replacement costs 10 rupees. This can be repeated indefinably to collect as many rupees as required.
- In the Great Bay waterfall, dive down to the bottom and kill the Like like. You will get a Piece of Heart.
- In Lulu's room in Zora Hall, there is a Business Scrub that will sell Green Potions to Zora Link for 40 Rupees each. If you give him the Mountain Title Deed, he will give you the Ocean Title Deed and move to the flower in Mountain Village, allowing Deku Link to use his old flower to fly to a Piece of Heart.
External Places of interest
Your powder keg, horse, and zora's mask opens up a few more places.
- On the northern peak, defeat the boss of the Snowhead Temple and look in the water between the Mountain and Goron village. Open the chest to get a piece of heart.
- On the first day, speak with Romani outside Romani Ranch about "them". After copleting the test return to the ranch at 2:30 during the first night, they will arrive. Hold them off until 5:30 to receive a milk bottle.
- The ranch brothers in the south east corner will race you if you get a horse. Try to stay on the inside (right) portion of the track, even if it appears that you would run into a fence. As a reward you get Garo's Mask.
- At 6:00pm on the second night, there is a milk shipment from Romani's Ranch. Climb the wagon and defend it to receive Romani's mask.
- With the Romani's mask, you can enter the milk bar. Assist the Zora band manager with a sound test to receive the Circus Leader's mask.
- In Ikana Canyon, you can obtain the Captain's Hat and Stone Mask.
- With Garo's mask, you can complete the Anju & Kafei sidequest, but you can't enter the valley without first obtaining the Ice Arrows.