Zola has won both league games since he took over at Upton Park ealier this month.
Etherington said:”It’s a great start, very good.
“We got a great result against Newcastle last week and now have followed on with the result at Fulham.
“We are up there now and have got to make sure we stay up there.
“It has made me feel good. There’s a few things in training, coaching one-to-one things we are doing and it’s good.
“It makes you feel wanted and that’s what a professional footballer wants.”
He added: “I am getting more involved in the game.
“I am not stuck out on the wing relying on the others in getting me the ball and it is giving me a bit of freedom.
“Everyone is enjoying it.”