The question: Should you, or should you not release an ‘Episode Zero’ of your podcast? I don't know, that depends on how much of a douchebag you are.
I’ve done it, and it adds no value to your show. It gives you a platform to scratch your own ego and pat yourself on the back for launching a podcast. Ok, but what happens when you’re 10 episodes in (or less) and the thrill is gone? What you end up with is a few episodes of a failed podcast, and the first one right off the bat is you congratulating yourself for…what exactly?
Don’t do that. Launch with episode one with your actual content, the stuff you really want to talk about. You can make your (short) introductions there, and then start laying the groundwork for your reason for launching your voice into the ether in the first place.