What does [nyae] mean in Zsh?

zsh has a powerful correction mechanism. If you type a command in the wrong way it suggests corrections.
What happend here is that dir is an unknown command and zsh suggests gdir, while maybe ls was what you wanted.

1. If you want to execute gdir hit y (yes)
2. If you want to try to execute dir anyway hit n (no)
3. If you want to execute completely different spelt command like ls hit a (abort) and type your command
4. If you want to execute a similar spelt commant like udir hit e (edit) and edit your command.