What is the name of the first game in the Mega Man Zero sub-series?

The first game in the Mega Man Zero sub-series is Mega Man Zero.

Released in 2002 for the Game Boy Advance, Mega Man Zero began a four-game storyline centered on Zero, who had previously been a major supporting character in the Mega Man X series. The game takes place more than 100 years after the X storyline, in a post-apocalyptic world where humans and Reploids are caught in a continuing conflict.

Zero is awakened by Ciel, a human scientist leading a Resistance group. Together, they oppose Neo Arcadia, a supposedly peaceful society whose leaders persecute Reploids during an energy crisis. The game combines the fast platforming of earlier Mega Man titles with closer-range combat, mission-based stages, weapon upgrades, and a ranking system that rewards skilled play.

Mega Man Zero was developed by Inti Creates and published by Capcom. It was followed by Mega Man Zero 2 in 2003, Mega Man Zero 3 in 2004, and Mega Man Zero 4 in 2005. Mega Man ZX is a later successor series, while Mega Man Legends and Mega Man X belong to separate sub-series.