Zero is Takuya Nakagura's Guardian Character. He appeared in episode 16. Takuya had always believed that Zero was his imaginary friend. He went back to slumber awhile ago, but he has no doubt that he will be born again, just as long as Takuya remembers what he dreams to become.

Spoiler

Nikaidou realized this and turned Zero into an X-Character by making Takuya lose faith in himself. In the end, however, he was purified by Amu and was reunited with Takuya. As an X-Character magician, Zero could use a card-based attack called "Black Magic".

(Source: Shugo Chara! Wikia)