Issue 0 is an unofficial reference to the game content of City of Heroes at the time of its official launch on April 28, 2004. Since subsequent large updates of the game are officially called Issues, players adopted the use of "Issue 0" for release.
Note that there is no similar reference for City of Villains at release; if there is an Issue reference regarding CoV, it is Issue 6: Along Came a Spider which released alongside the new game. Issues include content for the whole "City Of" franchise, so there is no "Issue 0" for City of Villains. Similarly, there is no "Issue 0" for Going Rogue, the second expansion of the franchise.