To Iron Thorn, learning how to space well with each char gives massive advantage over those who don't space well, seeing as everyone you use have at least mediocre range. With Zelda, abusing her high priority and quick smashes at close quarters works effectively, fsmash eats shields which is a nice plus and upsmash goes trough lots of stuff. Uair is her best kill move if you hit with it, fakeouts and predicting aerial dodges gets you a long way, especially with uair's longer startup. Her mobility is poor, so use rolls and dodges on ground often, smashes work nice with them. Dtilt is annoying if used effectively, but hard to land on moving opponent.
Din's fire is something you need to master as well with zelda, learn it's hitboxes, trajectories and predicting aerial dodges and the likes. It's also a good way to unstale your other moves. Farore's wind can possibly be used as a suprise approach method since it has hitbox when it appears, but don't use this one too often. Learn the sweetspots of her aerial moves, they're very lethal when connected. Nair lag cancels if you do it immediately and it sucks em in for nice damage, but lacks priority and range. Nayru's love has some invulnerability frames on the start and it's fairly quick.
In general, learn how to space moves, out of shield tactics, prediction and reading opponents, dodging skillz, effective usage of moves in every situation and the likes.