To continue the convo out of PMs, a Link To The Past is very good if you're looking for a story element over the original LoZ. Zelda is pretty interesting in the fact a lot of the games can be an entry point, especially for watching.
A Link to The Past would be a good first one to watch, as it's the third game that came out in the series, and in my opinion has a really good storyline.
But if you were to go by chronological order, the 16th game, Skyward Sword actually comes first in the timeline. It gets really awkward to describe in regards to the timeline though.
But yeah, A Link to The Past I'd agree with your friend and recommend that.