A shipping zone is a geographical area where you ship your order, i.e., a group of countries, states, or regions with the same shipping rates. Hence you need to configure some to start selling goods online.
Customers can order products from your store only if the country or region where they want to receive the order is included in one of your shipping zones. If a user enters an address at checkout that is not located in one of your defined shipping zones, they will get the following result at checkout:
Therefore each X-Cart store has a pre-configured "All Addresses (default zone)" zone to ensure each store visitor can make a purchase.