For me, watching the show as a kid, Gaz was always my favorite character, and I always thought the few times she interacted with Zim, and their weirdly civil relationship, was the funniest part of the show.
A few years later, after I found out what shipping was through fansites/message boards, I re-watched The Wettening and everything fell into place.
I've always had a weird relationship with ZAGR. I always knew it never had a chance in hell of happening for real, 90% of the fanart and fics were clearly fangirls self-inserting as Gaz, and I'm not even a person who likes shipping all that much like the ship threads on /co/ tend to get filled with - I have maybe four /co/-related ships I like, total.
But it's still my OTP, and has been for a really long time.
I don't understand it.