A is for Aging. As in premature, which the Third World War and frequent alcohol consumption led him to.
B is for Booze. He was a big fan.
C is for Contact, he was the first to have it with Vulcans.
D is for Delta Quadrant, where the aliens that attempted to stop him came from.
E is for Everything. As in: "What does Zefram Cochrane drink?"
F is for Federation, the foundations of which were laid by first contact.
G is for Giant Statue. Zeph had one.
H is for Holy. He got the impression the Enterpise crew thought of him as that.
I is for Inventor. He was one.
J is for Jose Cuervo, a tequila he most certainly would enjoy.
K is for Klingons. His invention directly led to first contact with the Klingons as well.
L is for Light. He figured out how to exceed its speed.
M is for Missile, which is what the Phoenix was built from.
N is for Natural Aging Process, from which the Companion protected him.
O is for Orbison; Roy Orbison. Zeke's a big fan of his music.
P is for Phoenix, mankind's very first ship capable of traveling faster than light. Piloted by Cochrane.
Q is for Quixotic. Which Cochrane wasn't, but seems to have been imagined to be by later generations. (Phew, that's a hard letter to do in this context)