Well she had something special from the beginning and had a crush for Link so you had a little hint. But it's not a really big plot twist I think. We need something more powerfull, like in code gease for exemple.
Sorry, but I think Tetra being Zelda was a fine plot twist. A twist without a hint of foreshadowing is just random and bad writing, in my opinion.
And it's not like the series is without any twists; hell having a plot twist, major or not, is more or less a rule of story-telling.
☢CAUTION☢ ☢CAUTION☢ It's about to get a little spoilery for those who haven't played most of the games;
A Link to the Past: Aghanim is Ganon Ocarina of Time: Link is not a Kokiri Majora's Mask: Skull Kid is not the real bad guy Wind Waker: Tetra is Zelda. King of Red Lions is King Hyrule. Twilight Princess: Zant's power comes from Ganondorf Skyward Sword: Zelda is the goddess Hylia. Ghirahim is Demise's Dark Master Sword.
I realize that these seem pretty obvious, but you gotta remember that hindsight makes pretty much any twist seem like that. And trying to compare Zelda to anything written by Ryukishi07 is just asking for a headache. That guy throws in more twists per story arc than an M. Night Shyamalan marathon.
Spirit Tracks really did go all out in strengthening Link and Zelda's bond, didn't it? Sadly, I feel like that's the last we'll see of New Hyrule, so I dont' think Nintendo is ever gonna flush out that particular L&Z's relationship. Who knows though? The big N can be a little unpredictable at times.
Skyward Sword shipped them a bit too. Heck they may have helped a great deal with the repopulation of Hyrule at the end. (If you know what I mean.) Though them being an actual couple seems a tad farfetched since in future eras the "Royal" and "Knight" lines are separate.