Zora's Domain

Follow the dry path up to the Zora Shop and go up the hill and the stairs to
reach King Zora. Stand on the platform and talk to him, and he'll tell you
that Princess Ruto is missing! Get back down to the big lake downstairs in
Zora's Domain. Dive in the water and swim towards the wall where the hill
was, and go into the underwater hole because it leads to Lake Hylia.