This is the official site for the show. You can learn all there is to know about the characters and the mecha, and a glossary is likewise provided. That is important, for the simple reason that the show has some scientific elements that can be (just) a bit disconcerting at first.
There is also a section devoted to merchandise – the soundtracks, the CD singles (the show has a terrific opening sung by Akino named ?The Light That Faces You?, and an even spiffier ending by Rocky Chack titled ?Little Goodbye?), and of course the action figures. There are sadly not that many of these available, but they are phenomenal. The one of Ryoko Kaminagi is lovely, and the Zegapain Altair looks even better than in the show (the holonic armor means business).
Sadly, Zegapain is a little-known show. If you like anime, I encourage you to visit this site now and learn more about a show you really should watch. And if you are new to the genre, this is a terrific place to get started.