Din is one of three goddesses who are collectivly called the "Golden Goddesses" and are responsible for the creation of Hyrule, as well as the creation of the Triforce, which houses a fraction of their divine power.
Din is the Goddess of Power, associated with the color red and the elements of earth and fire. Each Goddess is also associated with a fragment of the Triforce-Din with the Triforce of Power and has a spell that Link may acquire from a Great Fairy-Din's Fire. These spells are used by Princess Zelda in various games. Statues appear in The Wind Waker, depicting the three Goddesses. These statues are arranged in a triangle shape.
Three humanoid women of the same name exist in Oracle of Seasons and Oracle of Ages. Din is the Oracle of Seasons and is a dancer with red hair. Earlier in the game she is captured by a knight named Onox who uses her to disrupt the seasons. In The Minish Cap, they are travelers who are staying at an Inn in town who are seeking permanent residence. Later in the game, Link may only pick two who get to live in their own homes, and, depending on who the player pick, they will give him special potions.
In Twilight Princess they do not appear, though allusions to their names are found in the names of 3 of the Light Spirits and their respective provinces: Faron (Farore), Eldin (Din), and Lanayru (Nayru) and the three of them can be seen as statues surrounding a carving of the Triforce on top the Hylian throne in Hyrule Castle.
In Skyward Sword, they are collectively referred to as the "old gods", in contrast to the goddess Hylia. The three first area zones are named after the Twilight Princess' alterations of their names: Faron Woods, Eldin Volcano, and Lanayru Desert.
Source: Wikipedia, "Characters in The Legend of Zelda series," available under the CC-BY-SA License.