You can solve this by joining the ZigZag forum on Discord and reading this post:
Point #2 solved my issue:
- Can’t connect wallet
Follow these steps:
a) Connect to https://lite.zksync.io/
b) Bridge funds
c) Activate your account
d) Connect to https://trade.zigzag.exchange/ and trade (but see 1. above)
Please let us know in ❓support-feedback-bugs if you still can’t connect your wallet after following the steps above.
Share a screenshot of your console: click connect wallet, then right click -> Inspect -> Console -> take a screenshot and post in ❓support-feedback-bugs.
The root problem is you need to pay a couple of bucks to start an account. It won’t accept connections from wallets that can’t pay that small initial amount.