Oracle of Seasons is designed to be linked with Oracle of Ages. Playing a Linked Game (starting a new game with a 'secret' code obtained from completing the other Oracle game) unlocks additional content, including new side quests, powerful items, and an extended ending. In a Linked Game, you can obtain the Master Sword (instead of the Noble Sword from the trading sequence), the Red Ring or Blue Ring (powerful attack/defense buffs), and encounter new characters like the Hero's Cave. The final boss battle also changes, leading to a confrontation with Twinrova and Ganon. It's highly recommended to experience both games in a Linked Game format to fully appreciate the interconnected story and unlock all secrets.
