There are two reasons that your console account might say it's already linked:
Here are steps to determine what Epic Games account your console account is linked to:
These steps will take you to your Epic Games account where you can verify your
Please note that the email address on your console account might not be the same one as the email address on your Epic Games account.
A nameless account is when your console account is linked to an Epic Games account without an email, password, display name, and first or last name.
This means that when you first played on your console, you selected not to register an Epic Games account, and an Epic Games account was automatically created for you using your console log-in credentials. This allows you to play and save your game progress and purchases for the next time you play on your console.
We recommend you upgrade to a full Epic Games account to resolve this error message.
Note: We strongly recommend you do not unlink your console account from the nameless Epic Games account created automatically. If you do unlink the nameless account, you will lose access to your game data when you play from that console.