A Zephyr subscription contains three pieces of information: Class, Instance, Recipient. In order to receive a zephyr notice you must have a subscription with the three fields matching that of the notice.
By default you are subscribed to the following:
The is the major classification of the notice. The most common Class is message. This is the class zwrite uses by default. Other classes may have restrictions on who is allowed to send or subscribe to notices.
This field simply serves as a label to further classify the subject of the class. If for example you had a class called 'food' , a possible instance may be 'peanut-butter'. Generally, there are no restrictions on who may receive or send notices by instance within a class. The wildcard '*' may be used to indicate all instances within a class for purposes of subscribing, but not sending.
This field can be one of two things; a '*' or '%ME%'. %ME% is simply an abbreviation for your username. When this field is set, the zephyr message can only be received by that user. You cannot subscribe to messages with recipient set to any other user but yourself.
A * indicates that the message was broadcast to many people. It serves as wild card to show that the message was intended for no one in particular.
For more information, see Zephyr on Athena.