The Legend of Zelda: Oracle of Ages, like most Zelda games, is split up primarily by the linear progression of dungeons. Typically each dungeon contains a special item that is necessary to open or get through the next dungeon, and defeating the boss of each dungeon is necessary to open up the final dungeon, the Black Tower. Note that one additional dungeon is available to players that can link up to an The Legend of Zelda: Oracle of Seasons cartridge.
This walkthrough will guide you most efficiently through the game while collecting all of the optional items. These optional parts of the game will be duly noted.