I just received my Pi Zero W and Pi 3. The Pi 3 works perfectly, the Pi zero boots up nicely but then shuts down when I connect the usb converter... any ideas? I can now obviously not connect a keyboard or another external device.
Unfortunately, it is not possible with the Pi Zero (W) to hotplug an OTG cable. The moment the OTG cable (or a OTG shim) is inserted or removed, the Zero (W) will either reboot or crash. Please note that this applies only to using OTG cable/shim. And it is happening regardless of the power supply you are using. Even with the official 2.5A 5.1V power wart you'll experience these unfortunate crashes when hotplugging or removing OTG cables or OTG devices.
However, with the OTG cable firmly attached before boot, you can still hotplug USB devices on the Pi Zero (W), as long as you don't pull the OTG cable itself from the Pi.
Also, without any OTG cable, you can hotplug the Pi Zero (W) as an USB device ("gadget mode") into USB hosts without any issues.