>I checked the documentation and can't find an answer to this.
>Will an identify column ever have a value of zero?
>I note that when I add the first record, it's 1.

Yes, it can be 0. You can start from -2,147,483,648 till the 2,147,483,647 if you're using int for the identity column (E.g.

create table IdentityRange (ID int identity(-2,147,483,648,1) primary key, other columns)

It's a common technique to start with the min. integer if you want to expand the total number of records for the table and don't want to use bigint.