How dare you ask, so many things damn it… I’ll write them in order. Not from more to less sad, more like the order they hit me in the feels:

The music, to start.
The fact that Link was minding his own business looking for Navi (which we all know he could never find her) and got involved in such sad adventure like out of nowhere, he didn’t even need to to do it but he did it anyway. 
Characters’ deaths and the fact no one ever noticed they were gone forever.
Lulu. I felt really bad for her.
Anju and Kafei. Just dasjkfdsklfj….
HMS’s farewell.
And to end it all, to see that the Deku King’s Butler had found out his son was dead…

These, among many other things, but these were the ones that got me real bad…