There are a few possibilities.
Probably, you want to take the shortest route, but, even if you do not, I'd use the same process to decide.
First, I'd remember that the timetable gives the fastest route unless you force it to different route by using a "via" option in the "advanced" timetable:
Then, I'd look at this map:
Other maps would work, of course, but this one has the benefit that, if you zoom in to zoom level 32, the rail lines become very clear.
or, near Zermatt:
And, at this scale, the larger destinations become visible along the obvious route through Visp, along the the Rhone Valley , past Martigny, Montreux, Vevey, Lausanne and along the lake through Morges, Nyon, and the lakeside towns nearer Geneva. Or, Geneva in it self:
Any of those places might be possible, although the ones nearest Zermatt are ruled out by distance.
For example, set the timetable with Genève-Aéroport as your destination, and 0800 as your arrival time.
If you do that from Martigny, there is a direct connection with no changes at 0616, arriving at 0759. If I were doing it, I'd stay closer to the airport. On that line with trains coming up from Italy, in past years, there tended to be delays
It's not possible from Zermatt in the morning, because the route as far as Visp is a very slow mountain railway. You'd have to leave the night before. The first train in the morning ( at 0537) does not arrive until 0939 at the airport.
I do not know how early you want to get up, or what day you are traveling. I picked a random weekday in August when I used the timetable.
So, some good ideas could be Geneva, Lausanne, Montreux, Vevey, all with frequent service to the Airport.
There are hotels well above the lake all around the lake, particularly above Vevey and Montreux or further southeast. Many do not have early morning connections, unfortunately.
I once stayed at Glion, above Montreux, and took an early train to the airport. The first one, at 0635, gets you there at 0759. If you take the funicular down to the rail line at Territet, you can depart at 0545, and arrive at 0739.We stayed at a big old Victorian era hotel directly at the funicular and rail station, with great views over the lake, and cooler air at night, but we couldn't get breakfast, because they didn't serve breakfast until 8 AM. I'd recommend something closer, frankly. We were a bit nervous about being on time. We were, by the way. And, although the hotel was a pleasant experience, I'd not go back. I like smaller places.
And, you will be going into Geneva at rush hour if you travel on a weekday, which likely means full trains ( unless it is August...vacations) and minor delays. Workers commute into Geneva from all of those lakeside cities.
Here is some information about those major cities, all of which are on the first page of this link:
When I worked at Versoix, our guests would stay at Coppet, at a lakeside hotel. Unfortunately, it is no longer there. And. lakeside places tend to be expensive in that area
That is true at Nyon, as well.
If you like cities, Geneva could well be worth an afternoon and evening.
Not knowing your tastes or budget, or your date of travel, I'd suggest Geneva itself. There are frequent trains from Geneva main station ( Cornavin) to the airport. Montreux is the farthest I''d stay from the airport.