It's standard cryptography, not some new-fangled tech! Wikipedia even has some easy examples:

https://en.wikipedia.org/wiki/Zero-knowledge_proof

Main caveat is that ZKPs are probabilistic. The protocol (number of rounds etc) determines how sure, e.g. 99.9%. But never 100%.

Second caveat: tech- and crypto-bros play fast and loose with the term "ZKP", either because they don't know any better (marketing) or they straight up lie. Whether any application you run actually uses ZKP (or any other cryptography scheme) is unknown unless you have the source code.