From the looks of it, you're just starting out in cosplay in general and you want to take on a very complexed costume as your first cosplay. I would highly recommend starting with something simpler. Everyone makes tons of mistakes and waste so much materials/time because of the lack of experience they have. If you make something simple, you'll be more confident with the next project (whether it's advanced or not).
But if you still insist on making a Zelda costume, here are the things I would suggest:
Fabric - It's entirely preference; some cosplayers prefer light weight fabrics, some prefer heavier weights. Go to a fabric store and look for a fabric that suits the color first. Then check for texture and durability. If everything satisfies you, then get the fabric. You'll need anywhere between 5-8 yards, but that entirely depends on the pattern you're using (assuming you're using one).
Gown/Glove Detailing - This is also a preference. I hand embroidered most of my details on and I like the results. You can sew, paint, heat & bond, hand embroider, or machine embroider the details on. I don't know what your skill level in any of these categories, so I would suggest perhaps painting since it's the easiest concept.
Armor & Accessories - Another preference. Armor making is not easy for beginner cosplayers. Most start out with craft foam, but some make it from Wonderflex, model magic, plastic sheeting. I used Wonderflex for my armor and detailed it with craft foam; the accessories I sculpted and then molded and cast in resin. As for a tutorial, I don't know any that are available on the internet. I think you're going to need to just do trial and error, but you learn more from trial and error methods than someone simply telling you how to do it.
I'm not sure what you're asking about for the last question; what was the more difficult parts of the costume? I'd say for me, the bodice was pretty tricky to make. There's no existing pattern for it and it's harder to fit to yourself when making it by yourself.
But like I said, start with a costume that is easier and closer to your skill level. If you REALLY want to cosplay Zelda that badly, maybe try cosplaying Tetra from Wind Waker (still Zelda) or maybe Malon or Saria from Ocarina of Time. Whichever your choice, good luck