The Legend of Zelda series actually has a good number of mermaids in it. Notably, mermaid characters in Link's Awakening, Phantom Hourglass, sort of in Twilight Princess, and Oracle of Ages.

Oracle of Ages is interesting because in that one, you, playing as Link, are the merman! He gets an item called the mermaid suit that allows him to swim in the deep sea. Was Link a fan of tail-swimming?

I'm excited, cause a lot of people are talking about how Oracle of Ages and Oracle of Seasons might be remade in the next few years.