Whether the team is existing but new to agile, newly formed, or kicking off a new project, it's important that the team gets started well. In fact, according to research, 30% of a team's effectiveness can be attributed to the way the team is launched! Many organizations use an Iteration Zero for the team to create/groom its backlog, set up environments and tools, and do other prep work that may be needed for the project--too often the team is trying to predict too many of its future needs, and the time spent in Iteration Zero is a waste. Iteration Zero should be avoided.
Rather than declare an Iteration Zero, I suggest having a kick-off workshop to review agile and scrum (games like Herculean Doughnut are good for teams already using scrum), understand the project vision and the backlog, get to know the team members (this is especially important if team members are not co-located throughout the project), and establish or revisit working agreements. Admittedly, I am working in an organization where these kick-off workshops are part of an Iteration Zero that can last up to 2 weeks, but I have found that the workshop is the part that provides the most value. If your organization is at a stage where Iteration Zero is required, then make Iteration Zero work for you.