A "zine" is, quite simply, a magazine you create on your own, on a topic of your choosing, and distribute how you want!
A zine is typically created in a do-it-yourself, low- or no-cost way, using supplies you likely will have around and easily available. Some zines are also created online, versus just print.
The simplest zine can be made from a sheet of paper, a pencil or pen, and your imagination!
Zines are a form of personal self-expression, and can cover any topic you like!
A formal definition:
A "zine", pronounced "zeen," short for magazine, is defined as:
a self-published, non-commercial print-work that is typically produced in small, limited batches. Zines are created and bound in many DIY ways, but traditionally editions are easily reproduced...
Zines can touch on a variety of topics from music and art, to politics, sexuality, humor and personal memoir. Their content may be written, drawn, printed, collaged, or any other form of combining words and imagery—a zine’s structure may be narrative, journalistic, comic-like, or completely abstract.
(Source: https://www.binderymke.com/what-is-a-zine )
(Picture source: https://www.giphy.com, Grrrl Zine Fair)