Present in all games
The Light World is the setting of the vast majority of the Zelda series, first referred to by this name in A Link to the Past. Though this term is most often used to refer to the kingdom of Hyrule, it also includes countries such as Labrynna, Holodrum, and the regions in The Sky.
The Light World was created by the Golden Goddesses Din, Nayru, and Farore, and was apparently created in tandem with a parallel dimension known as the Sacred Realm. These three goddesses then shaped the world, set down the laws required to keep it going, and produced the life forms who would inhabit it. As its name suggests, it is a land that is covered in light; in Twilight Princess, it is revealed that this light is at least partially derived from the blessing of four spirits that live in and protect Hyrule. This is the most notable difference between the Light World and places such as the Twilight Realm (which is covered in a perpetual veil of Twilight, hence its name) and the Dark World (which corrupts nearly all those who enter it without protection).
The Light World is populated by several peaceful races, such as Gorons, Zoras, Deku and the other various tribes, and is made up of multiple continents and regions, though Hyrule more often than not serves as the focal point of the realm.