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You may also install an optional package:

sage -i database_odlyzko_zeta

which allows to get a list of the first 2 millions zeros:

sage: zz = zeta_zeros()
sage: type(zz)
<type 'list'>
sage: len(zz)
2001052
sage: zz[:6]
[14.134725142,
 21.022039639,
 25.01085758,
 30.424876126,
 32.935061588,
 37.586178159]