Создаём базу данных zabbix с кодировкой utf8_general_ci
создаём пользователя zabbix
например так

mysql -uroot -p

CREATE DATABASE zabbix CHARACTER SET utf8 COLLATE utf8_general_ci;
CREATE USER 'zabbix'@'localhost' IDENTIFIED BY 'zabbix';
GRANT ALL PRIVILEGES ON zabbix.* TO 'zabbix'@'localhost';
FLUSH PRIVILEGES;
EXIT

apt-get update && apt-get upgrade -y

cd /tmp
wget repo.zabbix.com/zabbix/4.1/debian/pool/main/z/zabbix-release/zabbix-release_4.1-1%2Bstretch_all.deb

dpkg -i zabbix-release_4.1-1+stretch_all.deb

apt-get update

apt-get install zabbix-server-mysql zabbix-frontend-php zabbix-agent

zcat /usr/share/doc/zabbix-server-mysql/create.sql.gz | mysql -uzabbix -p zabbix