There are some functions, such as f(n) = n factorial, that never converge, no matter the value of s. When n exceeds the norm of s, n! increases faster than ns. The terms do not approach 0, and the series diverges. In this case ζ(f,s) is not defined for any s in the complex plane.
Other functions converge everywhere. The obvious example is f() = 0, whence ζ(f,s) = 0 for every s. Yet there are nonzero functions that converge everywhere as well. Consider f(n) = 1/n!. Just as n! increases faster than any fixed power of n, so 1/n! decreases faster than any power of n. Use the ratio test to show this series converges absolutely. Thus the nonzero function f(n) = 1/n! has ζ(f,s) absolutely convergent over the entire complex plane.
Most functions lie between these two extremes. We often have convergence for high values of s and divergence for low values of s.
Note that ζ(f,0) is simply the sum of f(n). Zeta is defined at the origin iff f is convergent.