He is Real's legend but I don't consider him as Real's icon (both terms can also be used interchangeably for some but has different meanings). When I think of Zidane as a player, I associate him with Juve and his international career. Can someone think of Ronaldinho and associate him with PSG or even Milan? No, so it's different as Ronaldinho will always be associated during his peak with Barcelona. Maradona played for Barca but his best footballing career when he was in Napoli, not Barcelona.
Well i guess you are right about the difference between legends and icons. To be a legend you just need to play really good over a longer period for the club, to be a icon you need to be a good player, but also somehow strenghten / positiv change the identity of the club. For Ronaldinho thats certainly the case, because he had the level of a decent period, his playing style had a big impact of our football identity - and he brought back the smile, so he was kinda a turning point, therefore an icon without being catalan or la masia boy. A guy like Alves is a legend but not an icon, he did bring some special FB style to the identity, but everyone always had the feeling he was a mercenary, right? Roberto will never be be a legend, and neither an icon, because he is just to bad, and doesnt bring anything special. So yes I totally agree with the distinction. I icon is a club man, with good quality skills.
But in case of Zidane, well as said, its was before my time, i thought he was icon, but i really dont know if he can be considered an icon - maybe some madrid fans here have an opinion on that? Morten, Wolfe? How influental was he for the clubs identity? Do you consider him one of your own?