Train from Zurich to Vienna - anything to look out for?

Directly after the train station in Zurich there will be nothing to see. You will drive through a tunnel for a quarter of hour and when you will see the daylight again, you are already at the lake Zurich. The train line follows more or less directly the shoreline, and if the weather is nice it can be interesting to observe the people there sunbathing and the villages at the other side of the lake.

After lake Zurich, there comes a boring part with nothing than farms and industry. But then after Ziegelbrücke you will travel along Walensee, a narrow but very deep lake. On the other side of the lake there are some quite famous mountains called Churfirsten and also some waterfalls:

If you're not used to mountains, that could be a thing to look for.

Shortly after Walensee, you will reach your first stop, Sargans. Afterwards the train goes along the Rhine to the border station Buchs. Unfortunately, you can't see the rain, but if the weather is good, you will see the small country Liechtenstein, and maybe even it's castle in Vaduz.

To see it you should observe the right sided view (in the direction of travel) between the stops in Sargans and Buchs.

The stop in Buchs is usually slightly longer, because it is a border station. Be prepared to show your passports. Normally they're not checked, especially after Schengen, but sometimes they do random sampling.

After Buchs, the next stop is Feldkirch in Austria. For that you have to first cross Liechtenstein. Right after leaving Buchs, you will cross the Rhine and enter into Liechtenstein.

I could only find a small image, but that is the bridge you cross:

In Liechtenstein, there is not a lot to see, and after 10 minutes you're already in Austria.

After Feldkirch, the next stop is Bludenz, directly in front of the Arlberg, a high mountain that the train has to pass to get into Tirol. Again, if you're not used to mountains, this might be worth to look for. On the way to Innsbruck, a bigger city on the other side of the Arlberg, the train will stop twice.

After Innsbruck, I'm not really sure what you should look for, but maybe others can help there.

I suppose you travel on a daytime train (Railjet)?

If yes, the whole trip is worthwhile. Just look out of the window. But note that it flattens out gradually (literally and figuratively).

The leg from Zurich to Innsbruck is the most scenic one. Mark Smith, aka the Man in Seat 61, has a video about this leg.