Ocarina of Time

From Zelda - Wiki on Neoseeker

This instrument is used to play various songs with varied effects, in The Legend of Zelda: A Link to the Past, it is referred to as a "flute", but a few years later, with the release of The Legend of Zelda: Ocarina of Time it's name was changed

How to Obtain

A Link to the Past-- It is dug up with the shovel in the northwest corner of the map near the center of the dark world

Ocarina of Time-- After beating the three stages as a child, and get all three spiritual stones, go to Hyrule Castle and there will be a small cutscene when you approach the drawbridge, Zelda will toss the Ocarina to you and it will land in the water, dive down to receive the Ocarina of Time.

Majora's Mask-- On the last day, in the clock tower at midnight, the doors will open up, and you will have to face the skull kid. At the moment, you are unable to correctly fight him, so just shoot him with a bubble, he will drop the ocarina and you have to run and get it, you will automatically learn the Song of time when you pick it up.

Majora's Mask

Getting this weapon is part of the storyline in the first 3 days. The Ocarina can be used by anyone, but depending on who you are playing as, it will appear as something different:

Link-Ocarina of Time
Deku Scrub-Deku Pipes
Goron(Darmani)-Drums
Zora(Mikau)-Guitar

No matter what instrument you are using, you can play any of the songs to get your tasks accomplished. All of the songs are found here.