Route

The optimal stage order for Zero is as follows:

1. Magma Dragoon
2. Cyber Peacock
3. Split Mushroom

All five stages afterwards can be done in any order, and it comes down to personal preference. To note, organize your route around when to get air dash from Jet Stingray, and do Jet Stingray before any stage where air dashing is helpful for you.

Notes:

• You can opt to do Split Mushroom before Cyber Peacock if you find double jump helpful. Though this is slower (since Split Mushroom's weapon does less damage to Cyber Peacock than Zero's default aerial attack), it is more race-friendly or noob-friendly.
• You can also do Web Spider after Magma Dragoon, before Split Mushroom, if you are having trouble with fighting Split Mushroom. However, again, this is slower as double jump against Web Spider is helpful to deal more damage more quickly.