If you are on macOS Catalina, your default shell is most likely zsh but to make sure, run the following commands:
# Check your default shell:
echo $SHELL
# Check your current shell (if you configured your terminal to use a specific shell different front your default):
ps -o comm= $$
If the $SHELL variable shows a different shell, run the following command:
# Copy and paste this
chsh -s /bin/zsh
After this, close and reopen your terminal program, then run the previous two commands to make sure your terminal is using ZSH as your shell. If it doesn't works, you probably have overrided your shell on your terminal program preferences.