Although it is expensive, the pro controller is definitely worth buying if you plan on playing mainly when the console is docked. I find it a lot more comfortable than the joy-cons, and it also has a long battery life (or it is much better than the battery in the PS4 controller anyway!).
It isn't technically an accessory but definitely invest in some kind of protector to stop the screen getting scratched when docking/undocking. I have seen some fancy looking ones online, but since my dock is hidden behind the TV, I am currently using a tube bandage which does the job
Enjoy Zelda - I have been savouring it since release and I still think it could be the best game I've ever played