This is a fairly basic question that's worth thinking about. I dislike answering homework questions, but have concern about a few comments and answers. They give you examples of "mathy" vector spaces whose additive identity is not $(0,0,\dots,0)$. But I think these miss the forest for the trees somewhat on the pedagogical front.
A vector space is a non-empty set $V$ together with a binary operation $+:V\times V\to V$, a field of coefficients $F$, and a function $\cdot:F\times V\to V$, which follow a list of axioms which you can find in your book's definition. One requirement is that there must be at least one additive identity element $v\in V$.
Let $V = \{ \text{squirrel} \}$ be the set consisting of the single element $\text{squirrel}$. There is only one binary operation $+$ which is possible to define on $V$. Let $F$ be the field $\mathbb{R}$. There is only one function $\cdot:F\times V\to V$. The additive identity element is $\text{squirrel}\in \{\text{squirrel}\}$. You can check that $(V,F,+,\cdot,\text{squirrel})$ is a vector space.
If you have already seen the concept of isomorphism of vector spaces, this vector space may look familiar. It is certainly isomorphic to a standard vector space with additive identity usually denoted $0$. Then again, every vector space is isomorphic to one with additive identity denoted $0$. But since the question does not ask about isomorphism, the above vector space is a perfectly fine example answering in the negative.