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.