Zami is a bildungsroman—that is, a coming-of-age novel. It is a partially fiction and partially auto-biographical work in which Lorde explores the question of how she became the woman that she is.
As a black lesbian and daughter of immigrants, Lorde is marginalized from multiple angles. Much of Zami focuses on themes of isolation and existing in a world that seems to not have space for Lorde, in which many forces pull her in different directions that she does not want to go. In reaction to this, Lorde puts value on self-naming and autonomy. Over time, and largely through relationships with other women, we see Lorde come to live for herself more and more. Eventually she takes on the name Zami after a West Indian goddess associated with women's companionship with each other.
In taking on this name, Lorde asserts her connection to her West Indian heritage and asserts her existence as a woman who loves women. This name is also a way for her to name her love for women on its own terms and in a way that's specifically rooted in West Indian culture. This is a dynamic process of self-making and self-naming, and it shoes the importance to Lorde of creating art, images, words, and mythology in which to position her identity rather than simply choosing between terms and names invented by others.