Zoom's "blur my background" setting is way over the top, and looks like hot garbage.  There, I said it. 

If you are looking for a soft or lightly blurred background, there is actually a setting for that, but it's tucked away in a different area and called something entirely different.

The trick is to first make sure you have decent light. You don't need anything expensive or fancy-- a basic LED-based ring light or panel light from Amazon is fine, or even just a lamp that evenly lights your face.

Next, look in the "Camera" settings for "Portrait Lighting."  That's the magic setting.

Observe the image below (from Zoom's site, annotated by me):

The image on the left has no background settings at all.  The image on the right has "Portrait Lighting" enabled.  The background is softly blurred, and looks attractive and professional.