I am a first time user of this so please be gentle with me
I have a few questions :-

Can I remove all reference to zenphoto from my site ?

Am I able to change headers and footers ?

Can I give the site a totally different look and feel - where do I start ?

Thanks for any help

You actually can but if you find Zenphoto worth using we really would appreciate if you put a link to www.zenphoto.org somewhere on your site, the impressum or contact page is a really common place.

Sure you can customized the look completly. But of course you need decent (X)HTML, CSS and at least basic PHP knowledge to do so and match all your requrements.. The place to start is our theming tutorial: http://www.zenphoto.org/2008/05/theming-tutorial/