I sight in at 25 yards which, with high velocity ammo, holds close to zero at 50 yards and I hold over about 3-4 inches at 80-ish yards.
If your gun has a bull barrel (no iron sights), zeroing can be tricky. When I did mine, I put the target pretty close, say 10 yards, and sighted down the barrel to make sure I was going to hit the paper. Looked into the scope, fired, and made necessary adjustments. You don't have to sight in totally at 10 yards; just fire one shot and make adjustments to get it roughly centered, fire another to make sure you're shooting roughly where the scope is aiming, then move out to 25yds.
Once I'm zeroed at 25yds, I'll shoot a couple groups at 50. That makes any small deviations I couldn't see at 25yds visible for correction.
If you're scope is 1/4 MOA adjustments, it'll move 1/4 inch at 100yds, 1/2 inch at 50yds, and an 1/8 inch at 25 yards. If you have 1/8 inch adjustments, just divide those measurements (the fractions, not distances) in half again.