Setting up a normal sized Raspberry Pi in headless mode (where you don't need a monitor or keyboard attached) is super easy because you have access to an ethernet port. The Raspberry Pi Zero doesn't have an ethernet port, so you'll have to take a different approach. Coder and blogger David Maitland explains how.
Since the Raspberry Pi Zero doesn't have an ethernet port, you can't easily SSH into the machine to set it up remotely, which makes headless mode a little more difficult to get working. You'll also need a USB Wi-Fi adaptor if you want the Zero to get on a Wi-Fi network. So, to set up the Zero without a monitor and keyboard, you'll need to dig into the settings files on the SD card from your desktop computer. This basically means you'll mount the SD card with the Raspbian image (or whatever operating system you chose) on it on your desktop computer, dig into the configuration settings to set up Wi-Fi, and then remove the SD card from your computer and put it into your Pi. It sounds complicated, but it's very simple. When you're all set up, you'll be able to access your Pi remotely from your computer, no extra monitor or keyboard required. Head over to Maitland's site for the guide.
Raspberry Pi Zero Headless Setup [David Maitland]