Then there are two options:
1) Amazon Japan
I don't know how good your japanese is, so I would recommend YesAsia, since you can pick in what language to view the site to be able to order. no hassles of the site turning from english to japanese, like what happens with Amazon Japan if you click on Proceed to Checkout
If you want the first issue of Zero no Tsukaima
light novel, you can search by author or by title, I searched by author: yamaguchi noboru (the author of Zero no Tsukaima light novels) and I got the following results:http://us.yesasia.com/en/artIdxDept.aspx/section-books/code-j/version-all/aid-907396/
That way you can get all the light novels that he authored, first Zero no Tsukaima light novel is here:http://us.yesasia.com/en/PrdDept.aspx/aid-907396/section-books/code-j/version-all/pid-1003585889/
One thing to be aware of is that YesAsia has two different sites: US
site and the Global
site. if you are a resident of US or Canada then you should buy using the US site, if you are from some other country then use the Global site to order.
To know in what site you are, just look at the address of the site, if it starts with us.yesasia.com then its the site for the US and Canada, if its the global site, then it should start with global.yesasia.com.
For US and Canada order here: (first Zero no Tsukaima light novel)http://us.yesasia.com/en/PrdDept.aspx/aid-907396/section-books/code-j/version-all/pid-1003585889/
For other countries order here: (first Zero no Tsukaima light novel, I changed us
I would also recommend you to read this before choosing between Amazon Japan and YesAsia:http://www.justhungry.com/tips-shopping-japanese-books-and-magazines
Btw Zero no Tsukaima has been licensed recently, so it will be out translated to english.
Hope that helped.