The zone is the place where you just draw, just paint, and all of your conscious thoughts are focused on making the art happen. The zone can be a hard place to get to, because thoughts continuously intrude. I worry about how other people will perceive the work instead of how to make it right. That's especially the case when I'm in an art class or figure drawing session, where it's easy to start feeling like either (a) everyone else knows what they are doing and you don't; or (b) you are the master and their work is completely lame. Either of those attitudes takes you away from the work, and away from the zone. When you are in the zone, any comparison to other work is irrelevant.
When I start to work on drawing or painting, the first thing I try to consciously do is leave ego and performance anxiety behind. The art comes from someplace else, so there isn't any reason to worry and there is no reason to feel superior. It is what it is. If I make something that sucks, then that's where I'm at today and I need to work through it and learn from my mistakes. If I'm on top of the world today and everything is working, then focusing on anything else but just doing the work will take me away from making good art. It's a similar feeling to martial arts, in which there are times when you are completely in your body, know absolutely where you are and where your opponent is, and can watch in a sort of detached way as a match progresses and your body does what it needs to do. With practice, it becomes easier to know what it feels like to be in the zone and create the mental preconditions that allow that to happen again.