The general-purpose input/output, or GPIO, on the Raspberry Pi Zero is the port for interacting with the physical world. Not only can you control things such as motors and lights, but you can also read data from things such as thermometers or light sensors. The GPIO can read information or send commands, and you can use programs such as C or Python to handle the logic for what to do.
This is the point where we will start integrating other devices over the GPIO pins. While you don't have to do anything for this recipe except have your Raspberry Pi Zero up and running, you will probably want to attach a header and, ideally, a breadboard cobbler to prepare for the upcoming recipes.