'Z" opens up the additional actions menu.
'O' opens up the learn skills menu.
Many important functions require you to first enter the additional actions menu then hit another button to execute them, all of these actions are preceded by the 'Z' hotkey.
'Z' then 'T' toggles sprint (does not apply to cyborg).
'Z' then 'R' makes your character reload (does not apply to flamethrower).
'Z' then 'D' makes your character drop a mag. One mag item is equivalent to 3 mags ready.
'Z' then 'A' makes your character unjam their weapon. When you're jammed, a message appears on your screen telling you you're jammed and tells you the hotkeys. Being jammed means you can't fire. (does not apply to flamethrower and ghost).
'Z' then 'Q' preps your character to jump (lets you cast the ability). You can only jump into an open space. (requires soldier skills level 1)
'Z' then 'F' makes your character use self-aid. Self-aid restores 35 life over 10 seconds at the cost of 55 energy, it also removes minor ailments. (does not apply to cyborg and ghost). (requires soldier skills level 1)
'Z' then 'H' makes your character toggle burst fire. This only applies to rifle users (other than the commando, who uses automatic mode instead), but a large amount of classes share this hotkey, thus it is relevant.