Link does talk, but we never hear it or see it. Plenty of characters will respond to Link like "Oh, Death Mountain? You don't want to go there." implying that Link asked about Death Mountain.
One of my favorites (in A Link to the Past) is when a character says to Link something like, "I believe you." As there's no clear indication, I'm thinking, what did Link say just then? Probably something like, "I am a hero."

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