Zinc oxide is blended into sunscreens as a very fine powder, usually made from allowing zinc oxide vapour to react with oxygen. This usually produces ZnO granules a few micrometres (a millionth of a metre) across. These give the lotion or spray a dense, white appearance. That can be helpful to ensure the user gets sunscreen everywhere they want it. But it also leaves a white residue, often quite thick.
This can be avoided by making the ZnO particles still smaller. If they are between one and 100 nanometres in any dimension (one nanometres is one billionth of a metre), they are classified as nanoparticles. Very, very small particles of many substances have some different properties from larger pieces, and ZnO is no exception. Nanoparticles of ZnO do not scatter reflected light as readily as microparticles, and the white colour disappears. The resulting sun lotion still blocks UV, but looks transparent when applied to the skin. Some users find this preferable.