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The "Kiseki" part is the same in all three titles, and despite being a homonym for "miracle," this particular "kiseki" essentially means "the set of all points between A and B" (or the "locus" of A and B, if you're into math).
So "sora no kiseki" = "(kiseki) of/in the sky", "zero no kiseki" = "(kiseki) of/in zero/nothingness", and "ao no kiseki" = "(kiseki) of/in blue".
"Trails in the Sky" was one of many possible ways to interpret the title "Sora no Kiseki," and the reason there are multiple interpretations is simply because there... really isn't a good way of conveying this title in English without making it really long. "The set of all points between two locations... in the sky" is pretty much what you get, if you go literal. (:
Although there's no official English title from Falcom for any of these games, "Trails in the Sky" is Falcom-approved for Sora no Kiseki, and fans seem to have latched on to "Zero Trajectory" for Zero no Kiseki. As for Ao no Kiseki... Trails of Blue? Trails in Blue? Blue Depths, maybe? Since no one knows how the title relates to the plot just yet, it's all just guesswork at this point. But literally, it's something like... "the set of all points between two locations... in blue." (:
The "Zero" in ZnK's title seems a bit Engrishy to me. It strikes me as one of those English-to-Japanese loanwords that subtly or completely change meaning, such as "style," because I can't make sense of "Locus of Zero." My best guess is something like "Trails in the Void," but I haven't played any of the games, so I don't know if that title is at all appropriate. Can anyone shed some light on the matter without spoiling anything for me?
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Despite "zero" being borrowed from English, it's actually written in kanji -- the kanji used is generally pronounced "rei," and essentially does just mean "zero" or "nothing." So "Trails in the Void" would indeed be a viable interpretation of it.
The reason is why they dropped '7' (it was Legend of Heroes 7) cuz they welcome newcomers to start from 'Zero'. They didn't want the dependency of previous games (though the game does use SnK trilogy's world and setting) hence any new RPG fans can just start with ZnK without the needs of SnK games.
Zero means the beginning, the beginning story, that's also why when the game ends,
possible spoilers . . .
it says 'to be continued, the destination story'.
Next: FF4 Complete, Persona 2 Tsumi, The Last Promise Story http://www.youtube.com/SnKouli