I think the only person who should care at all about zero feedback is the seller. And the only reason for that is that many timewasters will register a new ebay ID just so they can "win" the bidding for an item and then not pay, leaving the seller with a problem, as he then has to go through the tortuous ebay rigmarole to get back his ebay commission on a sale that never happened. Presumably these people (and as others have said, they are few, but I've suffered from them in the past when selling on ebay) get some sort of enjoyment from knowing they've spoilt the sale for the seller, who I assume in most cases they don't even know. Sad b*****ds!

That small risk aside, everyone has to start with zero feedback so I wouldn't get too paranoid about it. As a buyer, there's nothing to worry about at all, apart from the risk that these bogus bidders can push the price up so you end up paying more, if you get into a bidding war with them and manage to beat them. e.g. by sniping (bidding at the last minute in ebay-speak).