 Solution

One form of the Baire category theorem says that a nonempty complete metric space cannot be a countable union of closed nowhere dense sets.

For each nonnegative integer $n$, putBecause $f$ is an entire function, every derivative $f^{(n)}$ is continuous and $Z_n$ is closed. No $f^{(n)}$ is identically zero: if $f^{(n)}\equiv 0$ for some $n$, repeated integration shows that $f$ is a polynomial. By the identity theorem, the zero set of the nonzero holomorphic function $f^{(n)}$ has empty interior. Thus each $Z_n$ is nowhere dense.

The complex plane is complete, so the Baire category theorem givesChoose $z_0$ outside this union. Then $f^{(n)}(z_0)\ne 0$ for every $n$, and hence every coefficient $f^{(n)}(z_0)/n!$ in the Taylor series about $z_0$ is nonzero. Such a point $z_0$ therefore exists.