We apply $^{125}$Te nuclear magnetic resonance (NMR) spectroscopy to investigate the Dirac semimetal ZrTe$_5$. With the NMR magnetic field parallel to the $b$-axis, we observe significant quantum magnetic effects. These include an abrupt drop at 150 K in spin-lattice relaxation rate. This corresponds to a gap-opening transition in the Dirac carriers, likely indicating the onset of excitonic pairing. Below 50 K, we see a more negative shift for the Te$_z$ bridging site indicating the repopulation of Dirac levels with spin polarized carriers at these temperatures. This is the previously reported 3D quantum Hall regime; however, we see no sign of a charge density wave as has been proposed.
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