Quick answer
З з is the z of “zoo”. Do not confuse it with Э (an e sound) or with the numeral 3.
z
How to say it
A plain z. Before a voiceless consonant it hardens to s: сказа́ть is fine, but в за́втра the з stays z, while и́з ко́мнаты sounds like “is komnaty”.
З, Э and 3
З opens to the left and says z. Э opens to the right and says e. The numeral 3 has straighter corners. In handwriting з gets a loop below the line, which separates it from everything else.
The prefix з-/с-
Russian spells prefixes by sound: сде́лать (with с, but pronounced “zdelat”) versus зде́сь. The rule is the reverse of what learners expect, so it is worth noticing that з as a prefix is actually rare — с- does most of that work.
Typical mistakes
Reading зима́ as “3ima”
“zimá”
З is a letter, not a digit.
Confusing З with Э
З opens left, Э opens right
They are mirror images with different sounds.
Check yourself
Which word contains З?