Zero is an excellent char. Go down the middle tree grabbing mostly left-side traits, then get dps traits from the sniping tree. Save decoy for saving yourself or assassinating. Kunais are one of the most OP things in the game, you can kill a super badass loader with your kunais and a couple joint shots. Take advantage of your movement speed boost on kill by getting into better position, closer to your objective, or out of combat to regen. When I play zero I am the scout for the group. He can infiltrate and escape in an instant. The great thing about him, though is that he can survive for a while in combat because of the life gen on decoy (having maya Rez you also helps). Basically, if you're trying to do a sniper build, you're proabbly going to start having problems later in the game where things take a few crits to go down. Make sure you're either 1 shotting things with a normal Jacobs or a skullsmasher, or you have a rapid fire normal vladof or bandit. Learn to use elements properly if you want to get a little more advanced.
I've played the shit out of zero, and I love him to death. If you need any help, in-game or out, lemme know and I'll see what I can do