  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.
