That IS sad... I absolutely loved Midna.
Though one thing I did miss about TP was the triforce story though. Usually each time the creators make a new Zelda game, they do something new with the Ganondorf/Triforce/Link/Zelda storyline--and I like to see what they do with it.
But hey, TP was okay. It felt weird, but I still liked it.

I liked how they brought back the concept of a "darker world" and how Link turns into an animal. It reminded me of A Link to the Past with the Dark World and Link turning into a bunny.