Before he went to Balamb Garden, Zell was in an orphanage run by Edea herself when he was just a young child. He was a meek little thing, always running to Ellone and Edea when the other kids teased or did something bad. This resulted in further teasing, particularly from Seifer, who calls him a tattle tale and a chicken wuss. An example of such a situation is apparent in a flashback where Seifer is stealing fireworks and Squall is simply going along with it.
Zell does not remember any of this for a long time as a consequence of using Guardian Forces in battle - after all, there is only so much a human brain can hold. Once he finally does remember, he is quick to defend Edea in spite of everything after he learns she was being controlled by Ultimecia. He volunteers to defend her, just as she undoubtedly protected him when he was a child.