Before you ever meet Zelos, Sheena expresses a great dislike for the Tethe'alla Chosen.
The first time you encounter him he is surrounded by females, and immediately starts
chatting up Raine and Colette (which really doesn't go his way).
He's quite obnoxious to Lloyd and Genis, calling Genis a brat and referring to them both as "servant boys".
If you use Zelos as the onscreen character he will flirt with any woman he talks to and get gifts from them.
So all in all, he appears quite shallow.
His attitude is carefree and fun, even the others can't figure out if he's just optimistic or just doesn't care
about anything.
Not long after he joins you, he openly admits that he doesn't like half-elves, blaming the way he was brought up
and educated.
Despite this admission, he never acts upon it by treating half-elves any differently (aside from calling
Genis a brat, which has nothing to do with him being a half-elf).
So our first impressions of Zelos aren't that great.
He appears arrogant, prejudiced, and shallow.
But as time goes on the others realise that there is more to Zelos than this outward façade of bravado.
flirt
The first thing you notice about Zelos's personality is his extremely flirty nature.
He is surrounded by women in Meltokio, although his efforts with the women in Lloyd's group are wasted for the
most part.
The only one that reacts to him is Sheena.
He comes across as very confident, and gives the impression that he knows what his hunnies want.
However, he is very well aware that these women are only around him because of his celebrity.
He admits that he has used it to his advantage (for example, he used his hunnies to take notes for him in
school...and graduated top of his class).
His decisions can overrule that of the Pope and King, something that they both resent.
He reiterates often that he should never have born.
Not something a truly confident person would say.
As the group journey further a few of them notice his melancholy moments, although they never probe too far.
Zelos has so successfully portrayed himself as a fun-loving joker and flirt that that no one takes him seriously.
Perhaps someone should have.
pain
Zelos doesn't want to be the Chosen, he doesn't want to die.
His self worth is very low, regardless of what happy face he puts on.
He isn't even a suitable Chosen, and hearing how useless he is so often has led him to believe it.
He's scared and alone, and none of his new friends realise this.
At the same time, he has also acquired his Cruxis Crystal, and while it's never mentioned, it's quite possible
he is going through some of the same experiences Colette did.
Zelos could be losing his humanity.
He inevitably turns to those who offer to help him; Cruxis tell him that if he hands over Colette and her group
they will relinquish him from being the Chosen and give the title to his sister.
Seles has always wanted it, and would be a more befitting Chosen than Zelos.
At his darkest moment, Zelos betrays those who thought of him as a friend.
At this point, things can go one of two ways.
Oe path leads to redemption and acceptance.
The other ends in death.