The Beginning “Zero” (始まりの「０」 Hajimari no “Zero”) is the era of the Great Dark War, when the Black Beast appeared. Rachel Alucard sent Ragna the Bloodedge to this beginning, “zero”.
By sending Ragna to “zero”, Rachel has determined the timeline, making it impossible to change the past.
The events of “zero” are covered in BlazBlue: Phase 0 and other novels in the Phase Shift series.