I have a couple of things that may be useful.
Start your way up a CPU from level (whatever you're comfortable with) to level 9. This is ONLY to get used to Zelda's moves. How long her smashes take, how spaced you should be to start up an attack safely, getting used to short-hopped attacks, how to set up a lightning kick/spike, etc...
Once you're comfortable with your Zelda, run down to level 3 or so. 3 is a good number, but you can go lower if you want. Now, choose something you feel is a weakness. If you have someone to play against, play a relatively serious match, and just watch the replays. Analyse yourself. What moves do you never do? Why do you keep dying? What moves do you keep trying but don't connect with?
Practice these weaknesses against a CPU. If dodging and blocking is a problem, then play the entire match just trying to not to get hit. Don't even attack. Just don't get hit. Slowly incorporate some counters only if you know you won't get hit. Practice defense, offense, d-tilt locks, spikes, lightning kicks, setups, whatever it is you need practice with.
Once you've got the basics, practice learning tricks. If you don't know them, I can help you. Just tell me if you need to know how to do things like the Love Jump, Ledgewarping, Farore's Switch, etc...
Along the way, whenever you have the chance, play against a real person. Nothing beats the real deal. You may notice that moves that always work on CPUs (ie Din spamming, since they can't seem to dodge them), won't work on humans. Adjust accordingly.
Next, watch some vids. There is a Zelda archive here, and I would recommend the populars like RyokoYaksa and Nakayorz. Watch whatever videos you want, by whoever you want, but just always be aware of what moves they could have/should have done, and when. Zelda is all about proper timing and spacing. You need to wait for the right opportunity for many of her moves, so find a way to make them happen, and strike when they do.
A good player, no matter which character, is always in control. There is an inate human tendancy to want to do a move, and keep trying to get that move to connect. If you're one of those people that do that, then STOP. There is nothing worse than predictability. Get used to other characters. CPUs semi-work here, but again, nothing beats the real deal. Watch them and consider what possibilities they have at every turn. Being one step ahead will keep you safe and able to punish in advance.
Zelda's aerials are probably her strongest KO moves. They can all KO from low percentages. She needs this since her edge-guarding game is not the best. Good, definitely good, but not the best. This is why you need to practice setting up and landing spikes/lightning kicks. Just get in there once when offstage and they're screwed.
Make it a habit to d-tilt lock. I naturally D-smash after about 7 hits, and run in for a spike, but the choice is yours.
Finally, like I keep saying, Zelda can recover from anywhere. Absolutely anywhere. If you weren't killed by the attack, it's pretty easy to get in from above. Zelda has a really long air-dodge, so use this to your advantage and just focus on being grounded. Zelda can't work well on top.
If you're coming in from the side or below, it's crucial to know your 16-direction FW locations. You can avoid being gimped, but with faster characters, it's not always risk free.
As a last resort, make sure you know how to use the Love Jump. Remember to hit B right after jumping. Again, last resort. That way if you mess up, well, there's nothing you could have done. Use FW afterwards for a safe arrival on solid ground.
That's pretty much all from me. I probably missed some things, but oh well. You'll be fine. Just know when and how to use which moves.
