A d6 goes from 1 to 6. A d12 goes from 1 to 12. A d10 goes from 1 to 10. That zero is the ten.
And in case your GM starts wondering...
Why is it a zero then?
While rarer in modern DnD, it's quite a common use of d10 to roll two at the same time to simulate a roll of d100. This is why these dice are often sold in sets with one die having "tens": 00, 10, 20 and so on, and the other having just "ones": 0, 1, 2, 3 and so on. One'd roll two dice and combine the tens and ones to get a result, eg. 80 and 7 yield an 87, with the special case of 00 and 0 typically but not universally meaning 100. Using d10's as d100 is the use where zero means a zero (except in the 00+0 case).
Even when intended for percentage rolls, the "ones" die could of course include a ten instead of a zero, at risk of being suspectible to be confused with the "tens" die (both'd have a 10), being somewhat uglier (at least to my taste) and causing a fair amount of "sixty, uh, tens" which might be jarring to those of us who aren't French. Indeed, d10s with numbers 1-10 do exist, they just don't seem to be as common.
When used as a single die, the aforementioned purpose of the 0 doesn't really exist, so a roll 0 on a d10 is a ten.