Zephyr's cutie mark appears to be a feather and a wave.
His talent seems to lie in mane therapy:
Zephyr Breeze: [singsong] Guess who graduated from mane therapy training?
Rainbow Dash: Hah, awesome!
Mr. Shy: Congratulations, son!
Mrs. Shy: You look so handsome!
Fluttershy: I'm so proud of you, Zephyr.
Zephyr Breeze: It was only a matter of time before they recognized my
true genius! But actually doing the work probably helped, and I
wouldn't have if it weren't for you.
It would seem that Zephyr's problem was his inability to do the work necessary to complete mane therapy school, and once he doubled down he was able to complete it. That this is his status at the end of the episode supports that hypothesis.
The imagery of a wave suggests waves of hair, as in a pony's mane, and the feather seems to denote style. As such, it shows his talent as a mane therapist.