Zelig was about how we all want to be accepted, to fit in, to not offend, that we often present a different person to different people knowing which person might best please. With someone who loves Moby Dick, for example, the protagonist will go along and find things to praise about it. With one who dislikes the book, the Zelig character will get with the program and dislike it. In the end this obsession for conformity leads to fascism.