Training a zebra is not something I would ever attempt (I still have so much to learn about horses as it is), but I am certainly interested in hearing about your training experiences.
There are several reasons why people do not often ride zebras. One is because they are unpredictable and difficult to train. Two is because they are not built to carry weight for extended periods of time and it is very very difficult to find well fitting saddles. Zebras have much lighter bone structures and their backs are not suited to carrying weight well. Although related to horses, they are built very differently, especially since they have not been domesticated and bred for carrying riders. If you look at a zebra's back, it is more straight (different types of zebras have slightly different back structures) and they lack the muscling most horses have in their front ends. Their cannon bones are also thinner in comparison to the rest of their body. In short, zebras are built for carrying their own weight very quickly away from a predator, but not for carrying any additional weight. While zebras can be ridden (and I've seen a few zebras ridden in my lifetime) I have only ever seen them used for short parades or a stroll around the arena at horse expos.
I guess what I'm trying to say is if you are looking for an animal that you can ride for an extended amount of time, a zebra is not that animal. In my limited experience, they are good for about 15 minute to a half hour rides, and even then they cannot be overly exerted with weight on their backs. They are not suited for trail (especially not a stallion who would stop at nothing to get at any female equine encountered on the trail).
Also, I would really recommend thinking about the sex of zebra you are considering. If you are planning to take this animal to shows, trailrides, etc. I would not get a stallion, or even a gelding if you are gelding it at the age of 2 or 3. Equines gelded late will typically retain stallion behaviors, especially if they are wild animals. I've seen it succesful with horses, but I've seen a good number of late gelded wild mustangs that still act like stallions. Any sex zebra will be unpredictable, but females or hand raised geldings would be much less so than a wild stallion. If you do decide on a wild stallion, I would not think it to be responsible to take it anywhere off your immediate property, as you would most likely (I'm assuming it is the same in your country) be responsible for anyone injured by the animal. Also remember that anyone entering your property, whether invited or not would be at risk of injury should they enter the zebra pen. (Think of how dangerous intact male dromedaries tend to be and multiply that a few times) Unfortunately with an animal like a zebra, no matter the sex it is a pretty sure thing that someone will be injured eventually. Having a stallion just increases the risk IMO.
I'm not trying to dissuade you from owning a zebra in any way, I'm just pointing out a few things I would think about before getting an animal like this. Please post updates if you do in fact decide to go ahead with this!
