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, although it dropped slightly to Number 689 in 2016.
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.