There are a number of things that you can do once you reach the market. Check out the following side quest page for more information.
The other doorways lead to nothing special – there are a few shops but you don’t need to purchase anything yet. Exit the market on the far side to find Hyrule Castle.
Walk towards the castle and you will encounter the owl one more time atop the pine tree. The owl will explain that time will pass outside of the castle just like it did in Hyrule Field. There is another 
Gold Skulltula hiding in the tree where the owl was perched. Roll into it to cause the Gold Skulltula to drop down (number 6 of 100).
Wait for night time (listen for the wolf howl) and then travel back to the Market. You can obtain one more Heart Piece through another side quest – check out the following page for more information:
Leave the area and return towards Hyrule Castle to find a young girl named Malon standing in front of the vines on the right side of the road (Note that you have to leave the Hyrule Castle area and return in order to make Malon appear).
Speak to her to learn about her and her father. Speak to her one more time and she will provide you with a Weird Egg. The Weird Egg will automatically hatch into a chicken once the sun rises.
Climb the vines to the right of Malon to the upper pathway and then climb down the ladder and exit the Guard House. You need to avoid all of the guards in the area or you risk being thrown out of the castle grounds (note: there is a video below to assist you with finding the pathway if you are having trouble).
There are two guards blocking the pathway up ahead so take the rocky cliff that leads off to the left of them as shown below. Make sure not to get too close to the guard on the left side – aim to walk between the two bushels of flowers and then follow the trail back to the west.
There is a rock wall on the far west side of the Castle that you can use to climb up a level. Jump into the moat and swim around to the opposite side. Use the video below to help guide you if you are having trouble.
Select the newly hatched Chicken that came out of the Weird Egg that Malon gave you and add it to one of your C buttons. Target Talon who is sleeping on the pathway and then select the Chicken to use the Chicken to wake Talon up. Speak to him again to remind him that Malon is waiting for him and he will hastily exit the area – no longer blocking your pathway.
Use the two blocks with the bull icons on them near where Talon was sleeping to create a bridge by pushing and pulling them into the moat. The second block will park right on top of the first allowing you to climb up onto the two boxes.
Jump across to the hole in the castle (with the Triforce painted on the exterior) and crawl through the hole. Note that you have to enter the Castle Courtyard in the daytime otherwise two castle guards will block your path.
The Castle Courtyard area involves sneaking past different sets of guards while attempting to not get spotted as you pass. The first area is relatively straight forward.
The guard walks around the square in a circular pattern. He does not look behind him so you can sneak past any time he is not looking. Wait until he is towards the back and sneak past on the white marble walkway.
The second area is fairly straightforward as well except that there are two guards. They follow a pattern though – wait until the two guards are in the middle areas between the two fountains.
Their next pathways will take them around the back of both fountains allowing Link to run past on the white marble pathway (as shown below).
The third area has a guard speed walking around a central pillar near a cache of Rupees. Don’t be fooled – the Rupees are not worth attempting to obtain as there is a high risk of being caught by the guards and of having to start the Castle Courtyard area from the beginning. Climb the steps and follow the wooden pathway across the top to move past the guard without being seen.
The fourth area is a lot like the second area – just wait until both guards are walking around the back side of the statue before you run past. One guard walks fast and one walks slow – it’s all about timing.
The last area is two more guards that you have to sneak past. Time it so that they are both on one side or the other and then take the opposite pathway around both of them. It’s easiest to sneak past them both on the left side of the pathway. Proceed down the corridor and into the interior Castle Courtyard.
Princess Zelda is praying near the window at the top of the stairs. Check out the window on the right side of the courtyard before you meet with Princess Zelda – hit the window with your 
Fairy Slingshot and a red Rupee will pop out.
Another interesting factoid is that the portraits inside the castle are of various other Nintendo characters including Mario, Princess Peach, Bowser, Luigi and Yoshi. Use the C Up button to get a closer look.
Hitting the window on the opposite side of the room with your Fairy Slingshot will cause one of the castle guards to toss a lit bomb out at you. Speak to Princess Zelda to keep the story moving.
Zelda, Princess of Hyrule, will notice your fairy and then ask if you have the “Spiritual Stone of the Forest” which just happens to be the 
Kokiri Emerald that you received from the Great Deku Tree.
Tell her that you have it and she will tell you the secret of the Sacred Realm that has been passed down by the Royal Family of Hyrule. What follows is a fairly lengthy cinematic involving the three goddesses, the Triforce and the Ocarina of Time.
Princess Zelda and Link will spy through the window of the Castle and see Ganondorf for the first time. She will also provide Link with an item called Zelda’s Letter which can be used to access the next area of the game.
Speak to Zelda’s body guard, Impa, who guards the entrance/exit to the Castle Courtyard and she will take you out of the castle without having to sneak past all of the guards again. She will also teach Link the melody of the Royal Family, Zelda’s Lullaby, your first Ocarina song.
Impa will suggest that you head towards Death Mountain through the village of Kakariko but there are few things that you should take care of first including some side quests, but specifically you’ll need to pick up a new Ocarina Song that is needed very shortly to proceed to the next dungeon of the game.
