It is very easy to see throughout the game what Zell holds dear. These are a few of the things we think that Zell loves so much, he just might be obsessed with them. To back up this side image here, you can see a rifle collection hanging on the wall of a bedroom. This is Zell's bedroom in his house in Balamb. There are three things in this room that give us a good idea of what Zell cares for.

The rifles on the wall are a display dedicated to his adoptive grandfather who was once a soldier. Zell admires him greatly, and aspires to be just like him. He idolizes the man. Another thing to notice is the punching bag in the corner of his room - an indication of how dedicated to becoming stronger Zell really is. And another thing is how Zell keeps his room absolutely immaculate - an OCD thing~? ♥

One thing we know that Zell is obsessed with is hair gel the hot dogs from Balamb Garden cafeteria. He usually gets in trouble for running in the hallways just to get to them in the cafeteria - though he rarely ever makes it in time. He can be seen standing on line there, and the cafeteria worker calls and says they are all sold out. Tragedy strikes~ xD; Though in the original version of the game, it wasn't hot dogs that the cafeteria was serving, but Japanese flavored bread. I guess when it came to North America, they chose a very American food for him to be obsessed with xD Either way, its pretty comical.