You really should zero as close to the distance you plan to shoot as possible. You may think you are zeroed perfectly at 25 or 50 yd since any variance will be so slight at that range. At 150-200 yd, however any error will be greatly magnified.
The key to zeroing is to have a good SOLID rest.
Make some sandbags or buy/borrow a good solid rest and zero 1" high at 100 yd. You do not want to zero any higher than that until you learn to shoot more accurately with practice.
You may also try a different brand of ammo, bullet type/weight, etc. Some rifles are very load specific and may shoot far more accurately with one load than another.
Also, check your rifle to make sure everything is tight. Check your scope mount, take down screw, etc.
Above all, practice with it. When you think you are shooting well enough, practice some more. If you shoot your rifle regularly, you WILL become proficient with it.
That will give you not only the SKILL to take an animal at hunting ranges but the CONFIDENCE as well. Mindset is important.
Above all, if you aren't 100% certain you can make a shot, don't take it.
My two cents. . . . . . .