If by thing you mean object I would say 'Zoot suit' a kind of suit most popular during the the late 30's and early 40's.
Zelda Lane is the name of a street in Memphis, Tennessee. It begins with the letter z.
Zucchini is a color. It begins with the letter z.
A gas that *sounds* like it begins with a "z" is xenon.
Zero gravity is a space word. It begins with the letter z.
Zero Bar is a candy bar. It begins with the letter z.
Zucchini is a fruit. It is the only fruit that begins with the letter z.
The zodiac moth is a rainforest animal. It begins with the letter z.
zanyzippyzonked
Zipper, Z-Strap shoes
Zucchini is a color. It begins with the letter z.
Zinnia is a flower. It begins with the letter z.
z dead cat. lol