Hello
As you already have selected the project, as next step it ask following:
Do you want to configure Google Compute Engine
(
https://cloud.google.com/compute) settings (Y/n)?
If you select yes 'y', available zones selection will be displayed to use as project default. This is helpful when using command line, as if you do not specify zone for Compute Engine resources, the default is assumed. However, it is not a mandatory step to configure, you can press 'n' and proceed further with the set up.
I hope it helps.