$ZDOTDIR : Root directory for user level zsh configuration. Usually set to ~
$ZDOTDIR/.zshenv : For setting env variables. This is always read
$ZDOTDIR/.zprofile : Read on login shells. Useful to startup window managers
$ZDOTDIR/.zshrc : Read on interactive shells. This is always read when starting a shell unless -f added
$ZDOTDIR/.zlogin : read at the end of login process. Useful for starting cli daemons/utilities
$ZDOTDIR/.zlogout : read when login shell exits. Can be used to unset variables

Each of these files can have a system-wide counterpart at /etc/zsh

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