Z Class Miis are Miis that have an "Z" after their name, They are featured in New Wii Sports Resort. They are faced in Table Tennis, Basketball, and Swordplay after your Mii gets to that class.
The skill levels of the Z Class Miis are 39000 skill points higher than their non-Z counterparts.
Your Mii can gain the "Z" title in Table Tennis, Basketball, and Swordplay if your Mii's skill is anywhere from 39,000-51,999.
The next class of Miis are the XX Class Miis.