open  opening finder window
I can not reproduce this issue, so it should not happen by default. TAB works as expected in zsh (as in bash). What version of OSX are you using? This is in a standard terminal window right? Do you have something in your .zshrc file relating to custom completion settings?

Try deleting your .zshrc file and run the zsh shell again,

mv .zshrc .zshrc.old
zsh


This should fix your issue.