In other games you can end up with ridiculously overpowered gear, and then cheese your way through all the areas of the game that are note late game.
If you do this here, you will waste very good weapons on enemies that are not very hard. Then you'll pick up their middle-tier weapons. Or you'll just preserve your good weapons by not wasting them on cheap enemies, which actually makes things more fun.
It also runs the other way. If you go straight for Hyrule Castle you'll actually find precisely the kind of weapons you need for Hyrule Castle there.
You can sneak into Hyrule Castle in the early game to get great weapons, but they won't last forever.