If you are on bash shell and trying to switch to zsh shell (Z shell) all you need to do is type zsh on your bash prompt on Terminal on macOS.
Example:code2care@mac ~ % bash
The default interactive shell is now zsh.
To update your account to use zsh, please run `chsh -s /bin/zsh`.
For more details, please visit https://support.apple.com/kb/HT208050.
bash-3.2$ zsh
code2care@mac ~ %

Switch from bash to zsh shell macOS Terminal
As you can see above, I was on the bash shell ($) before and typing zsh switched me to Z Shell (%)
✌️ Since macOS Catalina Zsh is the default shell, you might see "The default interactive shell is now zsh." message when you switch from zsh to bash.
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