"The Miami Herald claims that in October, he was caught with a 'burglary tool' - a flathead screwdriver - and 12 pieces of women's jewellery. Martin insisted that they did not belong to him."
This could certainly explain the "suspicious behavior" which caught Zimmerman's attention in the first place. Burglars usually case the neighborhood they intend to hit next.
There had been burglaries in the “gated” neighborhood. That is why Zimmerman was patrolling.