The character, Zohan Dvir, is a highly skilled Israeli special forces soldier who fakes his own death to pursue his true passion: becoming a hairstylist in New York City.
The phrase "Zohan" is often used as a nickname or slang term for someone who is skilled, confident, and perhaps a bit over-the-top. It can also be used to refer to the film itself or its themes of identity, dreams, and pursuing your passions.