Confusion about the tail

[Lily]

Zidanes heritage IS explained but it's much much later on and tbh, it will ruin the story to tell you. think of all the different races in IX, Zidane and his tail are no different really

[Rocky]

Yeah, what Lily said. Once you get into the game more, you'll find out about Zidane's past, but it's a pretty important part of the game so it's better to wait until you get to that bridge before you cross it.