Zodiacal light is sunlight scattered from dust in the
solar system. Comets in the inner solar system eject lots of dust
along with gas as they heat up. This debris continues to orbit the sun
along the path of the comet that generated it, and the dust
released by all the comets forms a thick disk in the plane of the
solar system. It is called the zodiacal light because the dust is concentrated
in the ecliptic -- the orbital plane of the Earth and most planets in the
solar system -- and thus appears brightest in the
constellations along the ecliptic (the zodiac).
The zodiacal light appears as a faint triangle of light pointing upwards from
the horizon, appearing after astronomical twilight (a little over an hour
after local sunset, depending on your latitude) since it is overwhelmed
by scattered sunlight in Earth's atmosphere. It is very hard to see even
with dark skies, and is pretty much impossible to see if you live in a
light polluted area.
The zodiacal light comes from the same source as gegenschein, except with
gegenschein, the light is back-scattered from the anti-solar point rather
than forward-scattered.