Step 4: microplane or grater
This one is the easiest! Lightly graze the skin of the fruit, moving either in stripes or in a circular motion to take as much zest off as possible. If you go crazy and disorderly, you'll be left with lots of good patches of skin surrounded by white pith.
Make sure to avoid already zested areas - you'll take off the pith instead and it can be bitter. :)
If you're wanting to add the zest to cooking or baking, do the zesting right over the bowl or pot it'll be going in to! It's easier and you'll get more yummy oils that way.