The Zeroth Law of Thermodynamics says that if a change to the temperature(T) from one object (for example 'A') changes the temperature of another object ('B'), and a change to the temperature of 'B' changes the temperature of 'C' (a third object), then a change to the temperature of 'A' will mean a change to the temperature of 'C'. Heat naturally flows from areas that are hot to areas that are cold.
More simply:
It is called the zeroth (0th) law of thermodynamics because it was discovered after the others, but scholars thought it was more important so they wanted to give it a number before the other laws.