Aims: zeta Puppis, one of the closest and brightest massive stars, was the first early-type object observed by the current generation of X-ray observatories. These data provided some surprising results, confirming partly the theoretical predictions while simultaneously unveiling some problematic mismatches with expectations. In this series of papers, we perform a thorough study of zeta Puppis in X-rays, using a decade of XMM observations. Methods: zeta Puppis was observed 18 times by XMM, totaling 1Ms in exposure. This provides the highest-quality high-resolution X-ray spectrum of a massive star to date, as well as a perfect dataset for studying X-ray variability in an archetype object. Results: This first paper reports on the data reduction of this unique dataset and provides a few preliminary results. On the one hand, the analysis of EPIC low-resolution spectra shows the star to have a remarkably stable X-ray emission from one observation to the next. On the other hand, the fitting by a wind model of individual line profiles recorded by RGS confirms the wavelength dependence of the line morphology.
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