The general way to unbind a key (for any keymap) is to define a binding of nil
:
(define-key KEYMAP KEY nil)
For convenience, there are also two standard functions for unbinding from the global keymap and from the local keymap (which is usually the major mode's keymap).
(global-unset-key KEY)
(local-unset-key KEY)
Those ones are interactive commands, as per their respective complements global-set-key
and local-set-key
.
As to your specific example, you probably want something like this:
(eval-after-load "zencoding-mode"
'(define-key zencoding-mode-keymap (kbd "C-j") nil))