The recommended way to set up any Raspberry Pi is with a keyboard, mouse, and monitor. The Pi Zero and the Pi Zero W makes this even harder by requiring you to have a USB adapter (for the mouse and keyboard), and a mini HDMI adapter (for the monitor).
Since the Pi Zero W is WiFi enabled, we can preconfigure the operating system to enable SSH and have the WiFi credentials when we are first powering the device. Thus, when it comes online, it will be available on your local network for you to start using the Pi. Since we’ll be controling the device via command line, you’ll want to be confortable with the terminal.