Welcome Nathan! The Z6III is a great camera.I want to shoot some video with my Z6iii and thinking of what Microphone to purchase to go with it. Think I will use my gimbal when I can but also want the freedom of doing handheld or monopod. I have really enjoyed watching all the above videos, Great!
I'd recommend a small shotgun style mic for it. Get one with a 3.5mm ouput jack and on-board power. Since Nikon pre-amps arn't very good it's best to turn up the gain on the mic and turn down the recording level on the camera - results in a cleaner recording. You don't need to spend a lot of money for casual recordings. I use a Rode NTG Micro as well as a Seinnheiser MKE 400 which is super compact.
Unless you're going to lock-off the camera you'll want a fluid head of some sort for smooth pans and tilts though.
Let us know how you make out!
Gary