just Nightmares

He had tree (pun intended) brothers.
One in Super Smash Bros Melee.
Two in Super Smash Bros Ultimate.

Well, The first one was his older self.
He still considered him as a Brother.
Other two were his little, cartoonish brother and big blue Brother.

They always helped him with nightmares

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I got this idea from SSBU sleeping animations. Young Link was only one who whimpered in his sleep.
Besides, young Link has faced a lot already, I would've Been surprised If he doesn't see any.
Also inspired by My own nightmares