As revealed in Final Fantasy IX Ultimania Zidane started his life as a baby, as through the process of growing up he would develop capacity for complex emotions. Kuja wanted to rid himself of competition, and later deposited the 4-year-old Zidane to Gaia, abandoning him there. Garland banned Kuja from traveling between Terra and Gaia as punishment, but still believed Zidane would return to Terra to serve him one day. Zidane, meanwhile, was raised by Baku to be a thief in the Tantalus Theater Troupe. Spoilers end here.