RayRay13000: Me: "Oh right, I think I'll go Hyrule Castle to save her."
*Heads over there, and dies horribly inside the castle*
I love the way the game trolls you with this. Puts the endgame within reach after an hour of gameplay, but makes it so feckin' hard that you have little choice but to play the game properly. Makes you feel perfectly inadequate, especially given that there are people out there who have done it.
To add insult to injury, there are two quests early on in one of the nearby "stables" - one of them wants a certain type of food, the other certain weapons. Where is the only place one can acquire said goods? That's right: Hyrule Castle, and the quest-givers make a point of highlighting this to you. Those quests have been sat in my log, uncompleted, for around 30 hours of gameplay.
RayRay13000: Haven't really touched any of the major dungeons yet, but still having fun screwing around the map.
If you're talking about the shrines, I recommend doing them as you see them, as they're not particularly long, and the shrine orbs are essential to build up your heart gauge and stamina gauge. At the very least, you should go near enough to them to make sure they register on your map for later attempts. Also extremely well-designed in terms of puzzles.