He said working with a sports psychologist the summer ahead of the season helped him learn how to handle the ups and downs.
"I think the biggest thing for me is points and stuff like that … I'd get down on myself and get into that spiral, thinking, 'Am I good enough?'"
That positive experience led him and Shoss to create Zhilkin's Vision, to help direct others to positive outcomes.
This season, Zhilkin has 22 points (eight goals, 14 assists) in 19 games for Guelph.
As impressive as he's been on the ice, the Jets have been even more impressive with the person Zhilkin is becoming.
"He's a tremendous kid," Jets director of player development Jimmy Roy said. "He's very mature for his age ... he probably seems like he's 25 years old when you talk to him because he is so mature. And that's probably why he's able to do this and have the maturity to want to help people or make it available to people that need help and I think that's pretty cool by him."
Roy said the Jets like the skill set Zhilkin brings, especially his skating, puck handling and decision making; it just needs to happen at a higher pace for him to be ready for the NHL.
And the Jets are hoping he makes it not just because of what he can supply on the ice.
"Developing a hockey player is one part of it, maybe helping them present with maturity, but he's miles ahead already," Roy said. "And the character that this shows, to be able to want to reach out to people and help people and give them options or ... anything that they need to help them, that is character.
"Mike (Keane, Jets player development coordinator) and myself, we always talk about the player, but developing the person is just as if not more important sometimes. ... The people skills and team environment, stuff like that, understanding what they need to do away from the rink and how to treat people, stuff like that, is just as important. And Danny is one of these people, because of his maturity level; he has a lot of those traits kind of already instilled in him, which is awesome.
"He's a terrific person that people want to be around. So I think that's a quality that's hard to find."