Is the number zero stupid?

There are no stupid numbers, only stupid people... who ask stupid questions.
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Better check what Lawrence Krauss says. Looks like you have it backwards.
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If you think zero is not important, try doing mathematics using Roman Numerals. Before the development of zero as a part of our number systems, even very simple arithmetic was very difficult.
Using zero as a place holder allows us to have the place value system like the decimal system. We start with units, 1 to 9. When we have more than 9, we move to the next place. If we have some tens but no units, we show it by the use of zero. This may seem trivial but try doing any significant math without it.
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How many supermodels have you dated? Make sense now?
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As far as the laws of mathematics refer to reality, they are not certain, and as far as they are certain, they do not refer to reality. -- Albert Einstein
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The number "zero" is related the law of the "negation of the negation". Zero says, and your right, it is impossible for their to be "nothing", that reality consists of an infinite and absolute material existence, that we count as not existing something that truly does not exist. So, you see, it is an intelligent question, that dialectically zero is related to "infinity", as to say we count that which is not as zero and that which is as infinity. If zero is the first negation, the second negation is the affirmation of that which exists. That's why "zero" is such an important invention by the creative human mind.
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Actually, you are confusing the "zero set", with the "empty set".

The empty set is the one that contains nothing. In fact, when you get to higher mathematics, and you are writing theorems, the empty set behaves so strangely (being empty) that you often have to begin your theorem with "For any non-empty set...", otherwise some smart alec will "prove" that your theorem fails to work on the empty set.