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In the Commander variant, a double-faced card's color identity is determined by the mana costs and mana symbols in the rules text of both faces combined. If either face has a color indicator or basic land type, those are also considered. For example, Cecil, Dark Knight's color identity is black and white, since its front face is black and its back face has a white color indicator.

A nonmodal double-faced card enters with its front face up by default, unless a spell or ability instructs you to put it onto the battlefield transformed or allows you to cast it transformed, in which case it enters with its back face up.

If this card somehow enters the battlefield with its back face up, it didn't transform, so you won't choose an opponent.

The mana value of a nonmodal double-faced card is the mana value of its front face, no matter which face is up.

Each face of a nonmodal double-faced card has its own set of characteristics: name, types, subtypes, abilities, and so on. While a nonmodal double-faced permanent is on the battlefield, consider only the characteristics of the face that's currently up. The other set of characteristics is ignored.

In the case where you can't choose a creature an opponent controls for Zenos's first ability (probably because your opponents control no creatures), other creatures will still get -2/-2 until end of turn when Zenos's first ability resolves.