The ten-part series will see Ricci and David Hoffin in lead roles. Both Fitzgerald and Zelda epitomised the rebellion and the glamour of the decadent era of the 1920s but their marriage ended in bitterness and tragedy.
Ricci says to understand Zelda, she started reading everything that she could find on the couple, including their own writings.
"I read all of her biographies and then I read a biography of Fitzgerald. I read all of her and Fitzgerald's writings that I could get my hands on. I did as much research as I could. I will do all this again for the second season," Ricci told PTI over phone from New York.
Fitzgerald, who based many of his characters on Zelda, was dismissive of his wife's literary ambition and criticised her for using personal details in her only published work "Save Me The Waltz".
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Ricci believes that later interpretations of Zelda as a feminist notwithstanding, she never identified herself as one.
"Zelda always said that she was not a feminist. She did not consider herself a feminist and that was one of the reasons, I think, that she had so many problems.
"Z: The Beginning of Everything", which is available in India on Amazon Prime Video, digs deep into the life of this fascinating woman who wanted to establish her own identity as a writer while living under the shadow of a famous author.
"Zelda got to a place where she thought she would be appreciated for her artistic merit and that was setting herself up for failure and she made certain choices early on, that I believe, were out of laziness. She had to fight against its repercussions for the rest of her life and that led to a huge conflict," says Ricci.
Ricci, who was applauded for her turn as Lizzie Borden in the series, believes television and new media are the future as talented writers and directors are moving there.
"It is always great to get good content and right now most of the really wonderful material is available on cable or new media platforms like this (Amazon). Everyone who is not getting to make a movie is switching to TV, which is reaping its benefits.
Disclaimer: No Business Standard Journalist was involved in creation of this content