Last night I finally received my Raspberry Pi Zero.
I quickly loaded in an SD card with the Raspbian Jessie image from November 2015. This is the same image that I just used for an RPi2 which is working so I know the images integrity is fine. I plugged in my monitor, keyboard, and power and the pi did nothing, not even a single LED turned on The screen did remove its "No Signal" message and left a full black screen although that is all!
Is it possible that my pi is defective or maybe the image is too old for the zero specifically?