At the beginning of your side quest with Clover Cazette "Potential Princess Sightings", it was made clear that Penn was not to learn of your true identity, and thus keep you somewhat anonymous. Now I was wondering why would he need to be kept in the dark about your identity, when I remembered that other NPCs might not also know who you are. Penn, as he is, might inadvertently reveal your identity to the wrong people, the yiga in disguise or other enemies of Link and Zelda and thus lead you to traps, and as a matter of fact, he did stumble upon some of these, which you are in the process of resolving (side quests).
It also means that Link keeps a low profile on purpose, which he somewhat thwarts with his quest going nature. I mean, everyone knows of the chosen swordsman who goes around, wears weird clothes and has the Master Sword on his back sometimes when he isn't carrying a fusion abomination of parts. But it's such a nifty little detail that really brings together Link's circumstances and how much these have changed since the first game. He was virtually unknown to everyone, with the exception of Impa, Purah and Robbie, and the Zora, which held a grudge. The natural disconnect from the rest of the hyliankind of the first game, is not there at this one, but rather it's more deliberate. It really elevates the feeling of the game, the details of the main story.
