Zion
To see what Zion is all about, it would be useful to turn to Isaiah 62:
For Zion’s sake will I not hold my peace, and for Jerusalem’s sake I will not rest, until the righteousness thereof go forth as brightness, and the salvation thereof as a lamp that . And the Gentiles shall see thy righteousness, and all kings thy glory: and thou shalt be called by a new name, which the mouth of the LORD shall name. Thou shalt also be a crown of glory in the hand of the LORD, and a royal diadem in the hand of thy God. Thou shalt no more be termed Forsaken; neither shall thy land any more be termed Desolate: but thou shalt be called Hephzibah, and thy land Beulah: for the LORD delighteth in thee, and thy land shall be married. For as young man marrieth a virgin, so thy sons marry thee: and as bridegroom rejoiceth over the bride, so thy God rejoice over thee. I have set watchmen upon thy walls, O Jerusalem, which never hold their peace day nor night: ye that make mention of the LORD, keep not silence, and give him no rest, till he establish, and till he make Jerusalem a praise in the earth. The LORD hath sworn by his right hand, and by the arm of his strength, Surely I will no more give thy corn to be for thine enemies; and the sons of the stranger shall not drink thy wine, for the which thou hast labored: But they that have gathered it shall eat it, and praise the LORD; and they that have brought it together shall drink it in the courts of my holiness. Go through, go through the gates; prepare ye the way of the people; cast up, cast up the highway; gather out the stones; lift up a standard for the people. Behold, the LORD hath proclaimed unto the end of the world, Say ye to the daughter of Zion, Behold, thy salvation cometh; behold, his reward is him, and his work before him. And they shall call them, The holy people, The redeemed of the LORD: and thou shalt be called, Sought out, A city not forsaken. (Isaiah 62:1-12, KJV)
So then, what is Zion? Zion is Jerusalem; Sought Out, A City Not Forsaken; no longer called forsaken and no longer desolate; a city that has watchmen on its walls; a city that will be a praise in the earth; a city that will set a standard for the people; Hephzibah; the city that issues righteousness and salvation. Zion is Jerusalem.
Another great source of information about Zion is Zechariah 8:
Thus saith the LORD of hosts; I was jealous for Zion with great jealousy, and I was jealous for her with great fury. Thus saith the LORD; I am returned unto Zion, and will dwell in the midst of Jerusalem: and Jerusalem shall be called a city of truth; and the mountain of the LORD of hosts the holy mountain. . . . Thus saith the LORD of hosts; Behold, I will save my people from the east country, and from the west country; and I will bring them, and they shall dwell in the midst of Jerusalem: and they shall be my people, and I will be their God, in truth and in righteousness. . . . Yea, many people and strong nations shall come to seek the LORD of hosts in Jerusalem, and to pray before the LORD. Thus saith the LORD of hosts; In those days it shall come to pass, ten men shall take hold out of all languages of the nations, even shall take hold of the skirt of him that is a Jew, saying, We will go with you: for we have heard that is you. (Zechariah 8:2-3, 7-8, 22-23, KJV)
Therefore, Zion, or Jerusalem, is the place to which the LORD of hosts will bring His people, after saving them from the east country and from the west country; there in Jerusalem they will be His people and He will be their God; many people and nations will come to Jerusalem to seek the LORD of hosts and to pray to Him there, and in particular, ten men from the nations and representing various language groups will follow in concert with the Jews because of a desire to draw closer to God.
In Micah 4:1-4 we also see a wonderful description of the centrality of Zion, or Jerusalem, during the future Millennial Reign of Christ:
But in the last days it shall come to pass, that mountain of the house of the LORD shall be established in the top of the mountains, and it shall be exalted above the hills; and people shall flow unto it. And many nations shall come, and say, Come, and let us go up to the mountain of the LORD, and to the house of the God of Jacob; and he will teach us of his ways, and we will walk in his paths: for the law shall go forth of Zion, and the word of the LORD from Jerusalem. And he shall judge among many people, and rebuke strong nations afar off; and they shall beat their swords into plowshares, and their spears into pruninghooks: nation shall not lift up a sword against nation, neither shall they learn war any more. But they shall sit every man under his vine and under his fig tree; and none shall make them afraid: for the mouth of the LORD of hosts hath spoken it. (KJV)