Zeus is the big cheese, the god of all gods in Ancient Greek mythology.
As children we are often told tales of Zeus and the gods of Olympus, and there have been many movies that feature Zeus as the all power god and master of human fate.
If you dream of being Zeus yourself it could be that you wish for more control of your life, or that you wish that you had more power to control those around you.
If you dream of Zeus it could be that you wish for a mighty figure to protect you, or that you feel forces beyond nature are controlling your fate.