The Hertfordshire outfit will take on Crystal Palace in Monday's Championship play-off final at Wembley and Zola moved to thank coaches including Pep Guardiola and Zdenek Zeman for helping him get back into the game after being sacked by West Ham in 2010, which the Italian admitted was tough to take.
"It was hard for me personally because I always live the game very intensively, I always take my work home," Zola said.
"That's why I took time off. It was time to go back to basics, to go back to the books and do things that could help me with my managerial career.
"I watched a few teams that I was interested in. The first team was a Serie B team Pescara where Zeman was the manager. I like him and his style of football. I spent time with him and it was very good.
"Then I went to see Barcelona - another pretty good team! It was very inspirational.
"And it wasn't inspirational because of all the stuff they do on the pitch, it was also the way they conducted themselves, the players and managers. That impressed me very much. Very remarkable."
"I didn't have the experience I have now. I should have put my ideas more across rather than going on a conservative way. I should have been more positive.
"But I believe that experience was very important because only through tough moments do you get better."
Watford's policy of loaning numerous players from Granada and Udinese (all three clubs are owned by the Pozzo family) has raised eyebrows in the Championship this term, but Zola hailed a "perfect" environment under the Italians.
"I have a (promotion) bonus in my contract," he smiled. "It is incredibly high because they didn't believe me! But in life you have to gamble.
"In terms of a learning process for me as a manager I feel Watford is perfect.
"I certainly didn't know what the managers in my league knew. And at the same time I didn't know my team - many players came at the last moment. But I really liked the challenge."