Diagram shawin the relationship atween the zenith, the nadir, an different types o horizon. Note that the zenith is opposite the nadir.
The zenith is an imaginary pynt directly "above" a particular location, on the imaginary celestial sphere. "Above" means in the vertical direction opposite tae the apparent gravitational force at that location. The opposite direction, i.e. the direction in which gravity pulls, is taeward the nadir.