If you lose your 3ds or it's stolen you can still get your games back. You just need the serial number of your old 3ds and have to call Nintendo's customer service. You just need to buy a new 3DS and also give them the new serial for that 3ds and your Nintendo Network ID so they can transfer your games to the new 3ds.
I didn't pre order Zelda yet. Nintendo announced a Master edition and special edition, I'm gonna wait and see if Best Buy gets this.