Classified as an early exotic, Zelda has long and often been used as such for characters in books and films. Since 1986, Zelda has been a prime Nintendo name, as in the Legend of Zelda: Twilight Princess.
Zelda was in baby name limbo for a number of years, but it's making a comeback with the interest in Z (and X) names. It was one of the fastest-rising girls' names of 2015, when it entered the Top 1000 for the first time in nearly 50 years at Number 647.
For many, there will always be a strong association to Scott Fitzgerald's tortured wife, herself a writer and a symbol of the 1920's Jazz Age--also the subject of a recent novel-turned-television show. Trivia tidbit: Marilyn Monroe was known to sometimes use the pseudonym Zelda Zonk.